Periodical cicadas don't bite and really don't do permanent damage to trees. However, you may want to net over any special small trees in your yard. If you have one of those dogs who will eat anything, be prepared for some retching. They don't hurt the dog, but those wings and exoskeletons don't go down without a fight!
See this site for additional information on cicadas
Taken from Insect notes by Steve Toth, NCSU.