Then make your way to water and cool off. Potable water Don't drink from streams, pools etc. All have nasty pathogens. Nasty little critters Ticks, mosquitoes and gnats are rare, but a horse fly may bite you. Ticks are only dangerous as a carrier of Rocky Mountain spotted fever, which is a problem in Colorado but usually doesn't extend south into New Mexico.
Fever is the main symptom, so see a doctor if have an elevated temperature.
Lyme disease is not a problem in New Mexico. Ticks will crawl around on you for some time before sucking, and it is sufficient to check yourself at the end of the day. Nasty big critters Black Bears do exist in the New Mexico Mountains. Scrub Oak and brush can cut your legs if you don t wear long pants. Poison Oak and Ivy are rare.