Identification of fuzzy insect in Pennsylvania
This is the nymph of a bug (Hemiptera) from the Genus Arilus, probably Arilus cristatus, also known as "wheel bug".

Here is another image of it, for comparison:



Source: http://bugguide.net/node/view/288330

And here is the adult:



Source: https://en.wikipedia.org/wiki/Wheel_bug