You shouldn't be terrified of any of them...now if it were a bobbit worm (Eunicea), I'd be doing my best to catch it and remove it.
If by some chance you get poked, soak the affected area in vinegar for about 10 mins or so to dissolve the "bristles" that will be embedded in your skin. Some folks use duct tape, but IME, vinegar works best if the spines are calcareous. Some species have silica-based spines which can be removed using the tape method, but I've never come across one on 25 years.