Brown Caterpillar with black stripe in Arizona?

I recently bought a plant. I was trimming away some dead leaves today and to my horror saw a caterpiller a little over a half an inch long. I freaked and made my mother get it off. As she did she found five more that looked exactly the same as the first. We put them in a plastic cotainer with holes in the lid and leaves for them to munch on. My question is were they on the plant when I bought it? How could I not have seen them util now? Do you know what they could be? Should I kill them?