Thank you for reaching out to ask2.extension.

WOW!  He’s really cool!  According to my insect app that is a white-horned horntail wasp.  Although these insects are extremely annoying, they aren't harmful to humans or structures. They attack only trees and won't bore into wood in buildings or furniture.  

 More importantly these wasps are not aggressive, and therefore don't pose too much of a threat to humans. Horntail wasp damage doesn't weaken the structural integrity of the wood, but can create a number of aesthetically displeasing holes. 

Again he’s really cool!