Any ideas? I didn't know any other way to explain it.
I live in Indiana, USA if that helps.
Someone said it might be a "stink bug" but I'm not sure and not willing to find out!
Its definitely a True bug (Hemiptera), and based on its distinct pronotum and small head I'm guessing its a Wheel bug (Arilus cristatus). It is a common species that is also found in Indiana.
They are aggresive predators and are part of the family Reduviidae also known as Assassin bugs. Assassin bugs have a painful bite, and they inject a toxin when they stab their victim (so humans should watch out). This is not a part of the world I know well though, and there might be similar closely related species that I've missed.
I just wanted to add 2 bits of information:
The University of Florida Entomology and Nematology further claims:
It has been reported from Rhode Island west to California, and south to Texas and Florida. Blatchley (1926) included Mexico and Guatemala in its range. Wygodzinsky (1949) recognized four species of Arilus in this New World genus, but only cristatus occurs in the United States
This source provides an additional map (informally created from collected resources) that shows inclusion of California, Vermont, and Mexico in the wheekl bug's range..
Cited sources from quote (for convenience):
Blatchley WS. 1926. Heteroptera or true bugs of eastern North America, with especial reference to the faunas of Indiana and Florida. Nature Publishing Company, Indianapolis, IN. 1116 pp.
Wygodzinsky P. 1949. Elenco sistematico de los Reduviiformes Americanos. Univ. Nac. Tucuman, Inst. Med. Reg. (Pub. No. 473), Monograph No. 1: 1-102.