What is the example of the mosquito?

>###Sahih International (translation ) Indeed, Allah is not timid to present an example - that of a mosquito or what is smaller than it. And those who have believed know that it is the truth from their Lord. But as for those who disbelieve, they say, "What did Allah intend by this as an example?" He misleads many thereby and guides many thereby. And He misleads not except the defiantly disobedient.* What exactly is the meaning of this ayah? Is the supposed question 'Why do mosquitos or that which is smaller (bacteria, viruses etc) exist?' I looked into this a few years ago when I was first considering Islam (I have now converted, Alhamdulillah) and all I could find when I looked into it all that I could find were opinions and guess work of people who didn't seem to have studied the Quran or hadith, and had nothing to back up their claims. Is there a conclusive (perhaps majority) scholarly opinion on this ayah? How can I understand it better?