On a life and limb episode of the PBS presented series Deep Look, created by KQED, they explain how daddy longlegs have a defense mechanism where they purposely release their limbs to help them escape from predator attacks.

Daddy longlegs’ appendages don’t need to be pulled off because these arachnids, related to spiders, drop them deliberately. A gentle pinch is enough to trigger an internal system that discharges the leg. It’s a way to stay alive in the wild if something is trying to devour the bug’s limb.

Whether it hurts is up for debate, but most scientists think not, given the automatic nature of the defense mechanism. The only blood lost comes from the detached leg. (read more)