This is a young cricket. I don't know exactly what it is, but I believe it can be an early instar nymph of the commercially bred, exotic Southern Field CricketGryllus bimaculatus. These crickets are sold as food for pet reptiles, so it may be an escaped insect. If you keep it until it grows, please send us new photos, and we may be able to tell you what it is.
Unfortunately, thinking it would turn out to be a simple garden beetle, I let it go outside. Having just seen pictures of Gryllus bimaculatus I am now confident that's what it was. Especially since my next door neighbour has a pet African Snake! lol