Sounds like a chrysalis of some type to me.
You do need to be very careful it if it has come from abroad inside packaging.
I once found a moth pest species of European orchards when it emerged from a berry used in floristry work. I also found a spider's nest within a bunch of bananas purchased in Tescos!!
Also, foreign 'anything' may be harmful on contact with human skin. Best to be safe and put into a container without touching it.
Naturegirl