I just looked them up. So if you're allergic to things like bee stings then you could have the same symptoms as a bee sting from a centipede bite.
Millipedes rarely bite. I used to have two giant black millipedes. Super easy to take care of but I've got sensitive skin so if they crawled anywhere other than the palm of my hands they would leave these red trail marks, only last for a couple of minutes. But if an arthropod could ever be considered cute then those guys were of the cute variety.