Don't worry too much. It is a relatively harmless type of bug that usually don't bite. I see them around the yard all the time. However they tend to dig lots of holes in the dirt and will eat up your gardens.
It came off fairly easy, she is a big baby and calm she let me wash her after I removed it. Luckily it was an old tape and not as sticky as a fresh one. I am still not sure how she got enough air to get into it. Unless it fell down. I supose that is a possibility too.
It scared me at first I only saw the red hanging form her behind and thought she was injured!
Oh, poor girl! Those strips are bad news, I had one of my chickens get one stuck to her foot (not badly, but still). When I do wildlife rehab, we sometimes get in birds and even bats that get stuck on flypaper, and oftentimes they're beyond saving. Not a good way to go!