From Nookipedia, the Animal Crossing wiki
Pill Bugs (ダンゴムシ, Dangomushi), or their slang term rollie pollies, are a commonly found, land-living crustacean. They take shelter in dark, moist areas, such as rocks in order to conserve water. Pill Bugs appear in all games in the Animal Crossing series.
In the "Fish and Bugs" menu, in both Wild World and City Folk, information is given on their ability to breathe underwater- a quality possessed by all crustaceans.
In Animal Crossing
"Tell me, <player's name>, have you ever turned a pill bug over and examined its repellant underside? The legs...so many of them...jerking...wiggling...writhing...Blech! Abhorrent! Wretched little monsters!"
In Wild World
"I'm sure you've had this happen: your pill bug won't roll up for some reason... ...and it's only later you discover it's a wood louse! ...No? Never happen to you? Very well, I'm mad."
In City Folk
"Indeed, when they're all rolled up in a ball, pill bugs seem harmless enough... But flip them over and... OH, THOSE LEGS! Absolutely repugnant. Thinking about how they wriggle and squirm has my feathers crawling! Foulness! Hold a moment. I do rather poorly with shiny, wriggly, wretched creatures like this one."
In New Leaf
Upon donation to the museum, the Pill Bug can be found crawling in the first room of the Insect section. The exhibit has this to say about the Pill Bug:
When the player has caught the Pill Bug, they can find information about the insect in the bug menu. Below is the information regarding the Pill Bug:
Pill Bugs, Armadillidium Vulgare, are from a genus of crustaceans that have been known to exist for at least 300 million years. Many members of the genus exist as marine crustaceans, but some have developed to live on the land while retaining their water-dependent lifestyle. Pill bugs can lay several hundred eggs at one time.
Their characteristic defense mechanism, which involves rolling into a protective ball, is copied in-game. The pill bug rolls into a ball when a Player approaches it, making the insect much easier to catch than other ground-dwelling insects.