Weird bug in our hotel room at the Catalonia Riviera Maya in Puerto Adventuras, Mexico

Description

filmed with the Canon Powershot D10 using the Macro feature This is a strange bug we found in our hotel room one night, there were about 5 of them in our room. We were on the first floor and they may have come under the door, or back with us when running around the ruins, not sure. Any guesses as to what it is?