Worm that looks like a dog hair

I've just seen the weirdest thing in garden. At first I though it was a long dog hair. Pale coloured, like off something like a golden retriever. Then I noticed it was moving. I looked closely, thinking its got to be the breeze, but it wasn't. I poked it with a stick and squirmed.

It was on the leaf of some sort of weed, a thistle I think.

What could it have been?

I've incinerated it now with my weed wand. Was it friend or foe?