Black Scorpion

Both variants live on plain Sand in deserts, and the rules are stricter than they look. With no town NPC nearby they only appear during the day, and only on sand that is not sitting under liquid. Move a villager into a desert house and that restriction lifts, so they start crawling around at night as well. Graveyards and the ocean produce none at all, which catches out anyone building a bait farm on the beach edge of a desert.

Any Bug Net picks one up, and it rides in your inventory until you release it. They die to almost anything, your own swings included, so it is worth carrying the Guide to Critter Companionship while you sweep a desert. Anything a Scorpion Statue produces cannot be netted at all, since the game puffs it out of existence the moment you try.

Both work as fishing bait and the Black Scorpion is the better of the two, so sort them rather than dumping everything into one stack. Neither is anywhere near the top of the bait ladder, which makes scorpions what you fish with early in a desert run and not what you save for a quest fish. Once you are carrying stronger bait, sell the surplus.

A caged scorpion is animated furniture and reads well in a desert themed build. Caging is one way, though: the critter is gone unless you drop the cage into Shimmer to break it apart again. Decide before you cage the only black one you have caught.