One might walk right into a trap

ANT

Think of a tiny insect that’s often found marching in a line.

This clue plays on the word "ant" hidden inside "walk right into." The phrase sounds like "walk right in two," which hints at the letter "N" (pronounced "in") placed inside "a trap" (a homophone for "at rap," but more simply, "a" + "trap" becomes "atrap"). Drop the "N" into "atrap," and you get "antrap"—remove the extra "rap," and you're left with "ant." The surface meaning also works as a little joke: an ant might literally walk into a trap, like one set by an anteater.