I'm scared that it could potentially bite me, nor could I easily thwack it since it is currently sitting on a stuffed animal, where it has been for the last ten minutes, before previously buzzing around angrily. Google told me these bugs (the ones in the picture linked above) can sometimes have hypodermic-needle-style bitey bits that worry me.
Thereby, I do not want to sleep in a room with it. What should I do to make it go away?
Bug gone! Thanks to those who helped!