The processionary catterpillars are insects that live in pine trees and come out in Spain in the first couple of months of the year. During the autumn you can spot them making their nests in the pine trees all around. You can treat these trees before hand to avoid these caterpillars making the nests.
BEWARE: The hairs on these caterpillars are dangerous to animals and to humans. The worst one is dogs, as they get very curious about them and lick them. You must avoid any contact with them. Best way to get rid of them is to cut down their nests and burn them.
If you see any odd symptoms about your pet, you must take them straight down to the vets. Some of the symptoms in dogs are: Stinging in the affected area, he/she would seem very nervous, agitated & breathing fast, will roll around, inflammed lips, lots of dribble and/or problably have difficulty breathing.
Cats and other animals can be affected by them, but doesnt seem to be as bad or as many cases as dogs.
For humans, its very important to not touch them or sweep them. As it's the hairs that are actually poisionous, not the caterpillar itself, if you try to sweep them, they will release their hairs and will cause a lot of irritation if comes in contact with human skin.
Also, avoid going under or near pine trees when it is windy, as the hairs can blow around even if the caterpillars haven't even left the nest yet.
Once these caterpillars leave their nest, they will march down in a single line and head towards the closest patch of dirt they can find, as they bury themselves in this and transform into moths.
Once they are on the ground, they will stay in this line until they busy, except for if they lose their leader. If something happens to the leader, the rest of the line go into a "panic" and go into a pile. After that, they seem to "find" another suitable leader, and proceed to form another single line to carry on their path. Once they reach the dirt and bury themselves, they don't seem to be a problem anymore, unless, of course, you dig up where they are or your dog does.
Funny enough, there is only one bird that can eat and digest these caterpillars, and that is the hoopoe, which are quite common in this part of Spain.