More than likely it's sand fleas (aka no-see-ums). They come out from the sand around dusk and after rain showers as the air cools. Their bites can leave red marks and itch like crazy. We've never had issues with them (knock on wood) but we will purposefully avoid the beach at dusk and after a rain.
What burns me up is when I read reviews (in general, not just Couples) where people complain about bed bugs when it is more than likely sand fleas. The bites might not show up until the next morning, but that doesn't mean that bed bugs are the culprits.