The picture below shows how the milkweed bug penetrates the skin of the milkweed pod to access the seeds inside. As an adult, they utilize their long, sucking, tube-like mouth parts (proboscis) to access the nutritious seeds, while as a nymph they must feed on the surface of the green pod or from the leaves of the plant.
I find this picture fascinating! Here is a cluster of milkweed bug nymphs, which are very, very small. They are very brightly colored just like the adult even at this primary stage of their life. You may assume the larger one is the parent, but it is actually a nymph too! They go through 5 stages before they reach maturity. The stages are called "nymphal instars". Each time they molt, or progress to the next stage they become a little larger and more developed. The larger bug is simply in a later stage than the tiny ones-you can see it now has black "wing buds". You may wonder why they are all piled up together. Well, if you remember, their "warning coloration" fends off possible predators, so the more they cluster together, the brighter and more loudly they display this message!