** Don't touch any of its hairs - they can give you a nasty rash. **
As you'll see from this description, the females are almost wingless. That makes them harder for predators to find, and it doesn't impact on the species too much because their main purpose is to receive a male for mating, then lay eggs to start the next generation.
It is very nice to see a youngster (?) so observant and interested in the natural world. I (we on NaturePlus) am pleased to be able to help answer your questions and thereby cultivate your curiosity. I wonder what you'll find next!