This small object on Mars looks very similar to a caterpillar. I was looking at raw Curiosity images from the landing site and this stood out. Of course, it could just be a rock and I am not saying that it is not a rock. It's unusual, however. It appears to have curved legs/prolegs if you look very closely. The "legs" are also lighter in color than the body. There appears to be an eye exactly where you would expect to see an eye. Also, the body appears to be segmented.
The black arrow points to the "bug". The red arrows point to what looks like a trail of disturbed dirt. The wheel is the Curiosity rover's wheel, which is 20 inches in diameter. Based on that, the "bug" is approx. 1 to 2 inches in length.
Are there bugs on Mars? It's possible. In the Arctic, beetles are capable of surviving the extreme cold using natural antifreeze molecules. Subterranean bugs could survive on water and nutrients in the permafrost and be shielded from the sun's radiation.