A Buff Erine Moth Caterpillar, also known as Spilarctia luteum.
This is a day flying moth, seen feeding here on Origanum vulgare. The Burnet moths aren't the easiest to identify - I think this is a Six-Spot Burnet.
A day flying moth, possibly a Six-Spot Burnet, Zygaena filipendulae, feeding on Centaurea scabiosa, also known as Greater Knapweed, at Pewley Down Nature Reserve in Guildford.
Here's another caterpillar I found on my Sweet Pea plants. This caterpillar when it's fully grown will create a pupae, the caterpillar transforms inside the pupae, and eventually will emerge as a moth.