Certified GKH Gardening Expert
It is a caterpillar. I can't find any reference to that particular type in your state, but there are many unidentified caterpillar species in your area. Keep in mind, that this could have been from an egg fallen into the soil that you used, or that the plant came in.
Likely, this caterpillar is a moth caterpillar. It will munch on your plants for a snack, so it is best to get rid of them.