I feel it but, nothing is there?

I always feel something like a bug crawling on me but whenever I check nothing is there! It happens in random places like mostly on my stomach. Also something else, I always have throbbing? On my leg an arm? I don't have any major injurious so why is it throbbing. Also one time when I was laying down I once felt my butt cheek throbbing? It's weird but true.