While they might not know what is coming up, they do have the ability to remember what they once were. Which I think is a beautiful analogy to how we experience the world too

https://www.sciencefocus.com/nature/butterflies-caterpillar-memories

The transition from caterpillar to butterfly via a soupy pupal mashup remains one of the greatest mysteries of the animal kingdom. During metamorphosis, body parts are liquified and then reorganised, but the ability of memories to survive this process was unknown. That is until scientists trained caterpillars to avoid the whiff of ethyl acetate by pairing the chemical, often used in nail polish remover, with a mild electric shock.

When the larvae turned into adult moths, most continued to avoid the odour, suggesting that moths and butterflies may indeed remember some of their larval experiences. Yet another reason to be kind to caterpillars.