That was a live pink spotted hawkmoth (Agrius cingulatus also cingulata) on my fingers. After I picked it up, it discharged-I think from its anus-that orange varnish-like liquid on my fingers. I suppose it was a defensive fluid, but it didn't bother my skin. I didn't think of smelling my fingers, which is a good thing, because my nose could have fallen off or something.
There were several of these large and pretty moths on the side of a wooden building at the Assateague Island National Seashore last Friday afternoon. My friend ZoAnn showed them to me and she has already written about them on her blog.
The moths were rather lethargic; the one I picked up didn't even attempt to fly away. I think they were dying. I did find a dead one on the grass next to the wall they were on.