In Southeast Canada (around Toronto) mosquitoes are a huge issue in spring. Everybody knows that it is not a good idea to go hiking in late May until perhaps mid-July because of the insects (mostly mosquitoes, also black flies).
How did First Nations protect themselves against mosquitoes? The forests were definitely inhabited, and they did not migrate out in winter.
There was an answer that touched on this by /u/Reedstilt here.