They appear to be very dark, overly large worms - perhaps a handspan in length and half as thick as a finger. That and their matt, dull skin marks them as something other than a typical earthworm.
Just off the road a man lies dead, pierced through the heart from behind by an expertly thrown and ornate dagger which remains in the body. A long strip of cloth torn from the man's shirt has been tied around his neck; on the tag end an unknown hand has written a cryptic inscription: "For Djaygo."
When you get to the next town, everyone is talking about a mercenary woman found slain in exactly the same fashion in her room at the inn where she was staying.