Hi, Allison. Some additional information would be helpful -- geographical location, elevation, climatic zone, general environment, size... maybe others. There are a *lot* of bugs to sort through and pix alone aren't always enough to separate them.

That said, here's a website that may be helpful:

https://www.insectidentification.org/insects-by-state.php?thisState=Colorado

And browsing its pix and comparing it to yours, maybe your bug is some sort of stonefly:

https://www.insectidentification.org/insects-by-state.php?thisState=Colorado

Lastly, your local agricultural extension service or your state or county probably has information online about specific harmful insects. If you don't really care what it is but just want to know if it's harmful, that may be your best resource.

Good luck.

-- Fred