Overwintered common bagworm (Thyridopteryx ephemeraeformis) eggs have hatched in southwest Ohio and 1st instar caterpillars have settled to feed and construct their characteristic sac-like bags. A percentage of the tiny 1st instar caterpillars produce a strand of silk upon hatching to catch the wind and "balloon" to new locations. This behavior is one of the reasons bagworms often appear on hosts that were not infested last season.
Look closely on plants that were infested in past seasons; a single female can produce 500 - 1000 eggs so populations can climb rapidly. The 1st instars are very small with their bags measuring around 1/8" in length. They first construct their bags with tiny pieces of tan to reddish-brown, sawdust-like frass (excrement) stuck to the outside of silk. As they mature, the caterpillars begin weaving host plant debris into the silk which provides structural stability and helps to camouflage the caterpillar bag-abodes.
Early instar bagworms can be effectively controlled using the naturally occurring biological insecticide Bacillus thuringiensis var. kurstaki (Btk) (e.g. Dipel, Thuricide, etc.). Unfortunately, Btk is most effective on small bagworms and becomes much less effective when bags surpass 3/4" in length. Fortunately, Btk does not kill bio-allies such as predators and parasitoids that help provide natural control of bagworm populations. Btk is a stomach poison which means it must be consumed to kill the caterpillars and it has relatively short residual activity. Thus, two applications may be required. Once bags exceed 2/3" in length, standard insecticides will need to be used to suppress heavy infestations.