Uh...after like a few days of owning this game I found a tarantula and a scorpion and caught them instantly. Didn't even know at the time they were "rare."
¯\_(ツ
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If it makes you feel any better, I was walking in a "forested" area of my village tonight, heard this funny laughing noise, and went WTF? Started walking slowly around, thinking it was underground maybe? (I read there were moles or something in the game...) Then, when leaving the forested area, I saw a scorpion stalking me, and tried not to freak and booked it to the nearest building. Except I walked the entire time because I try not to run around... and then the person wasn't home, so the scorpion got me, and I freaked out as my character fainted.
Then I went hunting for one out of revenge for over an hour and caught another one. Take that, evil scorpion who laughed at me mockingly! (It was probably hissing, in hindsight. Hush.) It now lives in my house so I can teach it who's boss.
So... I've noticed the villagers sometimes ask for critters on the rare side like goldfish and rainbow stags. Is anyone going to ever request a scorpion or tarantula? Otherwise I am probably not keeping a scorpion for a pet indefinitely, because ew. Hate arachnids. And I guess you can't trade insects because if you could I would totally offer, haha.