Fuzzy is a caterpillar which appears in the episode "A Pet For Baby Smurf" from the fourth season. As Smurfette was expecting a butterfly for a pet, Fuzzy wiggles around her arms and shoulders, and she decides to keep him.
Later while the Smurfs were getting ready for their pet contest, Smurfette went on a search for Fuzzy. And eventually in the end as she has found him hiding in some bushes, Fuzzy has turned into a butterfly - much to Smurfette's surprise and delight.