Christmas trees like other crops have many pests that feed on them. Also like other crops,
they are grown outside. Thus, many insects species may be unfortunate enough to stop for a rest just as the tree is bundled up and trucked to your local box store. Every year people report arthropods that have hitchhiked into their house on a Christmas tree. Here are a few of the most common.
Cinara sp. aphids feed on Christmas trees and are sometimes present at harvest time. These critters feed on tree sap and are often mistaken for ticks once inside a house. They are easily distinguished from ticks because they have 6 legs whereas ticks have 8. In addition they are round whereas ticks are flat. These aphids cannot survive long without a living tree and will soon fizzle out as the tree dries.
Spruce spider mites are another Christmas tree pest that could come in on your tree. You would have to be looking very hard to see these guys. They are very small.
Cooly spruce gall adelgids are Christmas tree pests and super interesting. They have a complex life cycle in which they alternate between two hosts. The produce galls that look like cones that actually contain hundreds of young aphids.
It is important to remember that all of these pests feed on live trees. The will not set up shop under your couch or on your dog. As the tree dies so will they. If there are more than you can handle then return the tree and pick a new one. It is very unlikely you would get another infested tree even from the same dealer.