Flea beetles

Squash Vine Borers

Cucumber Beetles
Cucumber beetles are a pain since they spread disease that can destroy the cucumber plants. They can appear spotted or striped. Pick off the ones you see and drop into soapy water or squish them! Be careful about using sprays as you could hurt pollinators who need to be present to pollinate the cucumber flowers. Use sprays like neem oil or insecticidal soap careful and try to target the insect and avoid flowers.
Squash Bugs
Squash bugs, stink bugs, or shield bugs all like to chew on squash leaves, fruit, and anything else in the garden. They aren't as damaging as the vine borers but are still a big pest. Squash the ones you see or drop them in soapy water. You'll notice clusters of eggs on your plants. Remove the leaf if possible or rub them out so they will not hatch into more squash bugs.
Tomato Hornworm
Tomato hornworms (also known as the tobacco hornworm) are very damaging but are easily controlled. If you see one, two, or three of them chomping away at your plants remove it to put it far away from the garden. Birds love to eat them! You may notice white protrusions along its body. If that is the case leave it alone or move it to somewhere else - it's better than dead at this point! Those white protrusions are parasitic wasp larvae (a beneficial insect to gardeners) that have hatches and are tearing apart the caterpillar from the inside out. They will grow and seek out other hornworms to target to continue their lifecycle.
I highly recommend planting flowers and herbs in around your vegetable garden to attract beneficials and repel the bad insects. You will run into one or more of these pests each year so always choose the least invasive approach to removing them first.