I found this fuzzy caterpillar at the arboretum a couple weeks ago. I think it's an acrea moth caterpillar, Estigmene acrea, also called a salt marsh moth. In spite of its bristly appearance in the photos, the fuzz is actually very soft.
I don't see these very often here, although they were common where I lived when I was a kid. So I brought it home to watch it grow.
This is the same caterpillar, after shedding its skin recently.