Pine cricket

The Pine Cricket is an insect that appears only in and. It can be sold for 100 Bells and is found in September and October.

In Animal Crossing
"I actually find their voices quite soothing. On an autumn evening, when their cries fill the air... Delightful! Their appearance however, is not in the least bit engaging, and actually borders on repugnant. As for myself, I find them no better than cockroaches. Blech! Vile. Vile indeed. Truly, dirtily vile, eh wot?"

Further information
To hear what it sounds like, click here: