It is a simple bug which works on vibrations. There are 2 LEDs and 1 motor connected by a parallel circuit. I faced two main problems while making this bug.

1. The LED was not lighting up initially. However, when swapped the connection of LED, it lit up. I understood that it was due to polarity and LED work only when connected in a specific way.
2. The motor was unable to create enough vibrations. I added a weight to the motor in form of a small propeller which create enough vibrations and the bug started to move.