Q: What are the annoying little bugs that are swarming Central Illinois this week?
A: They are soybean aphids (Aphis glycines). These small insects feed in summer on soybeans, overwinter as eggs on buckthorn (Rhamnus spp.), and feed in spring on Buckthorn before flying back to soy.
From “FAQ: The Illinois Aphid Swarm“. Plenty more answers to your questions are to be found in the article. Come on, first frost!