Tom Kasper says it's not too late to plant your garden, but also acknowledges the reality of May (and even June) frosts can damage some annual plants, so one might consider waiting as well.
Pest management can be tricky to navigate. While some sprays and other applications can quickly and decisively control unwanted insects and other ground critters, you might want to consider other methods as these applications can be harmful to fauna that are not considered pests and are beneficial to your garden - such as bees, butterflies, and dragonflies, and can be harmful to humans if you are growing food plants. He advises that you first identify the pest and the how much of an impact it will have on your garden, then look at what methods are available. Perhaps a little hand clearing would work, or it may be that the pest invasion is not so serious that any remedy is warranted.