Apparently, the "Scopion Fly" is a real thing. Luckily, it is harmless, unlike the way it looks.
Scientific Name: There is a lot of different species and genera of scorpion flies, however they all come under the order Mecoptera. The genera which covers the common scorpion flies is Panorpidae.
Where is it found?: All over the world.
Should I Be Worried?: No, the fly and the "stinger" are harmless.
Details: The stinger is actually not a stinger at all but a over sized genitals.They eat dead or dying insects with their powerful jaws. The larvae consume dead insects on the forest floor.