I'd really just use either neem oil to make the pest stop feeding because the taste is so bad, or pyrethrin to kill it.
If you want to try to physically remove it, just cut out the part of the leaf with the damage on it, assuming that the bug is somewhere adjacent to the damage. Use sharp scissors, and do it on a very dry day. If your plant is quite small, just leave it alone.
Remember the outdoors is full of both insects and plants, and somehow they all grow!