Any chance you know what this is?

There are tiny little worms inside, looks like they might have legs but I can't really see. But I accidentally noticed the big round thing on my finger as I was trying to make a photo:

There were also some (very few) small crystal clear balls inside the bad leaves. I don't know if they're all the same thing. Is it a caterpillar? Are they going to kill my tree? I just planted it. Should I try to do something about them?
Thanks in advance.