Most species found in the United States aren't potentially lethal. But there is at least one species that has a neurotoxin in its venom that can cause respiratory failure, mostly to children. If you do get stung wash the area with warm soapy water, apply ice to reduce the swelling, and watch for symptoms. Most people have a rapid recovery from the stings. Some people are allergic to the venom and need special treatment.
Scorpions are nocturnal, hiding during the day to conserve moisture.
Occasionally they crawl into houses at night and then hide in things during the day. You can imagine the problem if they chose to hide in a shoe, or other place where they can surprise people.