Answer:
Caterpillars are leaf eaters, not meat eaters. As such, caterpillar jaws do not secrete any poison or venom to immobilize their prey. The "bite" of a caterpillar is more of a pinch than a bite.
Unlike bees or wasps, caterpillars do not have stingers - a caterpillar has no mechanism to inject poison of any sort into you.
Some caterpillars have a type of fur. The individual hairs can be irritating, like fiberglass, but this is a mechnical irritation.
Some caterpillars might have hidden claws,but it doesn't need that much medical atention, you might need a band-aid but nothing more. I have expirienced this before.