I photographed this in the south of Spain not far from a beach near Malaga. I am struggling to identify it because I can't even work out what kind of creature it is - it looks a bit like a caterpillar but it didn't move like a caterpillar. It walked more like a millipede but doesn't look like one. I'm not even sure if it is an adult or larva.
Any help with identifying it will be much appreciated. Even a pointer to the type of creature it is would be welcome!
Thank you very much for your help with this. Using the info you provided I did some searches and found some pictures just like mine that someone had sent to a Spanish forum. That larva was identified as drillus mauritanicus, so I think that's what mine is as well. It is found in the south of Spain so that fits in with where I saw this one.