A sting from one of these insects can be very painful. When summer begins to cool down wasps become increasingly more irritable due to their ingestion of sweet, fermenting fruit juices. This will increase the likelihood of running into a wasp and receiving a sting.
In the vast majority of cases a sting is just an unpleasant run in with a wasp. Unlike bees however, one wasp has the ability to sting more than once so a run-in could lead to multiple stings. A sting to a sensitive area such as the head or inside of the mouth could be more serious.
In some rare cases a sting could cause anaphylactic shock, which if left without rapid medical treatment can be fatal. If you are stung it is important to stay vigilant and observant of your symptoms. If the symptoms become increasingly worse, you should seek medical attention.
However, most of the time it is unlikely that you will need to seek medical attention and will be able to treat the sting yourself. There is unlikely to be a stinger lodged in the skin as unlike bees, wasps do not dislodge their stinger upon use. You will need to wash the area with soap and warm water and if there is excessive redness, swelling or itching, apply a hydrocortisone cream.