Its been a while since you posted about the worm. Question: Has any more of these guys shown up? One worm is not likely to give you much stress, but if he has a lot of buddies then it can get bad.
applestar mentioned Army Worm. I have seen these in action. The word "army" indicates that they come in large numbers like an army.
Gardening at 5000 feet elevation, zone 4/5 Northern Utah, Frost free from May 25 to September 8 +/-