Scorpions exist in Costa Rica, the most common variety being Centruroides margaritatus. These are venomous scorpions, commonly called "alacranes". They're found mainly in the dry areas of the Pacific, though they're also found in lesser numbers in the rainforest and metro area, anywhere under 1400 meters above sea level[1].
The centurioides margaritatus measures anywhere from 1 to 8 cm in length, and can be yellow, brown or black. It's clearly distinguishable as a scorpion, having clearly defined claws, tail and stinger. If you should step on or near one, it'll sting you. The sting will hurt like hell, but unless you're allergic it should cause no permanent effects. The pain will go away by itself after 10 or 15 minutes.
When travelling in the Pacific, give your bedsheets, clothing and backpacks a shake before grabbing them or putting them on. Scorpions like to hide in those places, especially if they provide dark cover. If you're out camping, it's a no brainer: shake it, or you're bound to get stung sooner or later.
Tailless whip scorpion. Credit: Michigan Tech[2].
You can also find some varieties of whip scorpions. Whip scorpions look a lot like spiders, but have two large feelers and dark claws near their head. Whip scorpions feed on insects, have no tail, and no venom. They look a little scary, but don't sting and are harmless.
(work in progress.)