It is most likely that you have come across a larvae of moth. At certain times of the year they are seen quite commonly hanging from a thread from a tree outside. This one might have just found its way into your home.
If this is the creature in your house, then it is not harmful don't worry. It is called an Inchworm and is the larvae to a Geometer moth, and is actually very common. They would usually be found on trees as this is their main source of food, so it is unusual that you have one in your house.
If you simply move the worm back outside, then this should get rid of the problem completely. It is unlikely that there will be any more as there is no food for the worm to be found in your house.
The worm can reach up to a inch in size, with reference to its name, but it is also common for the worm to be a lot smaller. It is a light green or brown colour with three legs at the front of its body and two at the back.
Depending on the size of the creature, it could also be a caterpillar. Some types of caterpillar can make a thin silk thread similar to a spider, this is the sort of material that it uses to make its cocoon.