What's This Insect?

It's a damselfly nymph, that means it is the larva of a damselfly. How big is it? These larvae are usually quite big - too big for a betta to eat - so if the one in your tank is small it is only very young.
Personally, I would dispose of it, and any more you may find.

They can be anywhere in the tank. People have found them on plants, on the tank bottom, on the glass etc. They can get in your tank on a plant, in live food, or a damselfly could have got into your tank and laid eggs.

Amended thread title to better reflect nature of subject.

Moderator FCMF