As far as Dengue is concerned, it's not the tiny little ones you have to be worried about. Rather the bigger, black and white striped Aedes Aegypti mosquito.
I believe they can also carry Chikungunya, and Zika
i have had Dengue (one of the four strains), and it wasn't nice. Chikungunya unpleasant, but not as bad as Dengue.