Giant stag

"Whoa! A giant beetle! Augh, don't squish me!"

Upon Donation
Upon donation to the Museum, Blathers will say, "The giant beetle boasts a massive horn, and yet it's said this bug is actually something of a milquetoast. Apparently this bug would prefer to stay inside where other creatures won't bother it. How precious. Even I could handle being near such a shy insect! I shan't be touching it though... "

After donation, the giant beetle can be found on the top-most level of the insect section, three trees to the right of the lamp on the left-hand side, on the tree between the walkingstick and bagworm tree and the Saw Stag Beetle tree.

In-game encyclopedia
According to the in-game encyclopedia, the Giant Beetle is a summer insect, out during the night and the morning, and about 60 mm in size. "Nocturnal and very skittish, their long lives make them popular pets."