From Nookipedia, the Animal Crossing wiki
The Walker Cicada (ツクツクホウシ, Tsukutsukuhōshi) is a very common insect found in the Animal Crossing series. It has a unique sound, different to other cicadas, which is best described as a noise similar to walking on a sticky floor surface. It is the second-most expensive cicada, sold to Tom Nook for 400 Bells, as well as the smallest (44 mm). It is also the only cicada to be found in the month of September.
Donating to the Museum
In Animal Crossing
"Cicadas. What can one say about these odd insects? They are certainly...noisy! Noisy enough, I should say! Their horrid caterwauling is awfully irritating, you know. About as musical as a train wreck, eh wot? I'm sure that the cicadas have quite valid reasons for such boisterous behavior, but I dare say there are limits. And they have those membranes on their abdomens, which vibrate to create those disturbing tones...Odius."
In Wild World
"Depending on where you are in the world, the cry of the walker cicada changes. Who do they think they are? Using dialects and whatnot! I mean, really!"
In City Folk
"Apparently, walker cicadas cry out in an attempt to obscure the calls of other, similar cicadas. I should think that to the average fellow, it just sounds like the cicadas are merely singing together. In any case, I don't suggest looking for them. Their voices may fascinate, but their faces nauseate!"
It can be found in the middle terrace on the tree directly in front of the ramp down to the first terrace, in front of the tree stump.
When the player has caught the Walker Cicada, they can find information about the insect in the bug menu. Below is the information regarding the Walker Cicada:
Names in other languages