The nests are processionary caterpillars, be careful of them. If you see them walking nose to tail in a line stay well clear, can really hurt people, can kill dogs. The nests can be dangerous as well if disturbed.

Edit. That sound d a bit grim, they are only dangerous as caterpillars, the moths are totally harmless once they develop. So it's only arround April/ may that you get them in general. So that's a plus. Much love to you all. Happy walks!