It's not a big deal at all. I spend a decent amount of time in tick country and I'm still alive (so far)
I found a small one on my wrist a few days ago, totally embedded. I hadnt been in tick country for three days. I guess the little bastard decided to wait around on me until he felt hungry. He met Mr tweezers, then Mr freezer, and I dropped it off at the doctor for testing. In my region, apparently 40% of deer ticks can carry lyme disease. Lyme disease will probably make you pretty unhappy, but if you catch it early (look for the bullseye rash) you can usually get rid of it with no problems.
Ticks suck, but dont let them ruin the outdoors for you. Just be careful and be aware of your surroundings.