Which Native American tribe included insect people in their creation mythology and told naughty children that the spider women would take them to spider rock and eat them if they did not behave?

Navajo

Explanation:

' Navajo' are regarded as one of the largest tribes of American Indians. They were described to be the chief blankets because they were practically known for weaving rugs and blankets.

The people of Navajo used to call themselves the ' Dine'.

In this case, the women of Navajo created a mythology, by telling the stubborn or naughty children that spider women would take them to spider rock, this is done to scare the naughty children so that they will behave well.

It should be noted that, the then capital city of reservation of Navajo is now the Arizona.