THAT IS A 'MOLE CRICKET'. Harmless as can be. Look up the name so you know I'm not kidding. They cannot hurt you at all but, when you hold them in a lightly closed hand, those front legs of the insect, try to dig out between your fingers and most people can't stand the feeling. You can put on a disposable glove or something if you don't want to experience that. Let it go on down the trail.

I believe it is a Jerusalem cricket, which puts your location in Western US or Mexico?