Yep! It is thimble jellyfish larvae and in the Mexican Caribbean they call it Aquamale.
I had 2 encounters with them at Xpuha Beach, Riviera Maya and diving at Palancar Reef both in May 2 years in a row. The first encounter was horrible because I was swimming in this warm shallow area where there must have been millions of these. The water was super clear and you can not see them at all. They went in my bikini bottoms and in all the sensitive privat areas ;(. Thank goodness I was not wearing a top.
I looked like I had a sexual transmitted illness and could barly sit on my behind. Locals gave me vinegar and some cream but was not much help. You don't feel while it happens until hours later I woke up with blisters and itchy as hell at night. Luckely it was on our last vacation day but the flight home and the next day sitting in my office chair was no fun. Hard thing to explain your boss you have to go home early because your butt is itching. Ha, Ha! Here are some tips.
1. Swim naked when possible because they only sting when they get trapped.
2. Since most likely this will not be possible. Put on Sun oil that is suposed to help. And bring vinegar with you so you can put it on if you have the slightest feeling.
3. Put on Benadryl cream and take Benadryl pills against the itiching.
4. Do not scratch because the rash will spread just like poison ivy. But that is easier said than done because you will be super itchy for a week.
5. Season is April to begin of June.
Hey, but even that will not keep me out of this beautiful ocean. Notice we will get the second week of June hoping Jellyseason will be over by than.