Furry Snot Bug

I have lived in different parts of the country and have seen my share of odd, ugly and creepy bugs but this, what IS this?

I saw it on the window this morning and it looks like a furry snot but with wings.

In Missouri there are Cicada's, and in Georgia there are legless lizards which are basically snakes!  PA has these centipedes that just seem to show up in the spring and Vegas has what looks like flying ants.

I'm both curious and nervous as to what this could be.

Is it a butterfly?  Is it a cocoon?  Is it that mosquito that carries the meat allergy?

Maybe I'm being a baby or maybe it's just my curiosity but I want to catch it and do a High School Science experiment on it.

I love the Hudson Valley but seriously.  What. Is. This. Bug?

Message me on the Wolf App if you know....or if you think I'm being a baby.