From
http://housecentipedes.info/house-centipedes-bite.php
Centipede Bite Symptoms
Centipede bite symptoms can vary from simple itching and burning to full on blisters and skin deterioration. Depending upon the size and type of the centipede that has bitten you, symptoms can even include paralysis and death, though if you live in North America, you have little to worry about in the fatality department.
If you have been bitten by a centipede, the first thing you will likely notice are two holes in your flesh, much like a spider bite, as centipedes dig two extremely sharp fangs into your skin and inject venom.
This can be extremely painful, and usually manifests itself as a patch of swollen, irritated skin. Centipede bite symptoms can also include headache, tenderness, swelling of the lymph glands, nausea and vomiting, palpitations, dizziness, heightened anxiety, and raised blood pressure.
There is also a chance that the centipede bite symptoms will also include many smaller puncture wounds and skin irritation near the bite itself, as the centipede's many legs act like little syringes, digging themselves into your skin and injecting you with even more venom.