Fuzzy Wuzzy was a catepillar...
A milkweed tussock catepillar to be precise. Ironically this brilliantly colored hairball will eventually metamorphose into a rather drab brown moth.
You should be careful with these creatures. There is a caterpillar found in Texas which can be excruciatingly painful and quite toxic to even touch. The hair of that particular creature are actually like poison darts. Saw the story of a woman who accidentally brushed one of them near her pool and had to be taken to ICU.