Oh no...not good...stow-aways and hitchhikers...not good at all!
I had thought a few times about making sure to check over a plant that I buy to make sure there are no critters, but I always seem to forget to do so.
@GigiPlumeria Glad you found the caterpillar. As to the thrips, if I'm not mistaken, they also live within the soil. I wonder if you had already dunked the plant, pot and all, into a solution of hydrogen peroxide. I think I read somewhere that this is a treatment for critters found hanging about the roots, but not sure. Hopefully someone will chime in to enlighten about thrips and how to eradicate or at least control infestation.