This fox moth caterpillar Macrothylacia rubi crossed our path when we were out walking on Birkside Fell near Blanchland in Northumberland this morning. It will have been feeding on heather.
It's quite late in the year to see one of these in such an active state but the unusually warm weather might have coaxed it out. It's pobably searching for a sheltered spot to spend the winter, before emerging for a brief bask in spring sunshine and then pupating.
There are pictures of the adult moth here.