Not a bug, maybe a gall?
The first time I saw one of these, I didn't have my glasses on and thought it was a bug. When I got back and zoomed in on it, I thought it was just debris that had fallen from a tree. But I keep seeing them on areas of leaves where it's not likely they would have landed. They are also stuck on each leaf so I'm sure an insect of some sort built them. They look like little twig nests. Does anyone know what they might be?