Hello! Thanks for the submission! You’ve found a DO NOT TOUCH tussock moth caterpillar: these have STINGING HAIRS that will cause rashes or painful reactions on exposed skin.
This one appears to be Calliteara pudibunda, the Pale Tussock Moth (a delightful Latin name for a spiky fellow).
This moth is found across the world in Europe, Russia, China, Korea and Japan and other places. The caterpillars feed on trees including oak, willow and birch.