We found this caterpillar in the backyard in the afternoon, the host plant was an uninvited thorny vine growing on the fence (possibly a smilax?). Our neighborhood is quite wooded, but urban. He is shades from brown to cream to white, in a camo pattern. He moves like a looper/inchworm. I'm thinking it's NOT a horned spanworm, but not sure what it is. I believe his "thorn" is just soft flesh, just a guess from the way it moved when my daughter touched it (a little too weird for me). Any ideas would be appreciated. I can provide more photos upon request.