God is definitely not ashamed to refer to a tiny mosquito—or a bigger creature of his own—as an example to make a point. The believers get the message from the example; the unbelievers (on the other hand) will say: “What does God mean by these stupid examples?” Many are misled and many are lead by these examples to the right path; only the wicked ones are misled [as they do not get the message in account of their attitude.]