what is this bug?

I don't have a lot of them, but enough to notice. they're pretty small, winged, and mostly a reddish color.

Any idea what they are, how concerned I should be, spray to use, if any?

Thanks

That "bug" is Tetranychus Urticae (arachnidae family), this spider eats the lynph of your plant.. you can buy Phitoseiulus persimilis (antagonist of tetranychus) or try to spray water (it hates water) on infected buds.. Sorry for my bad english but i'm italian..

but they have wings? an arachnid with wings??

Since you only have a couple bugs, I'd just pick them off!

looks like an aphid to me!

ah.. so i don't know what kind of bug is it.. I have never seen it here in Italy.. probably it doesn't live in europe ^_^ you can try to catch one spider and put it on the top of your buds.. or patiently pick them off with your hands =)

Fungus gnats!!!

Looks kinda like a fruit fly

Tatricha budiuss muncherooskie. A type of bug that eats pot plants.