Helia, I know that one, we have it here too. There are some in my garden. Generally they don't bite/sting humans, and if they do it's usually no worse than a bee or wasp sting, unless a person is allergic. They eat spiders as well as insects and arachnids in general, but I have also seen them being eaten by bigger spiders such as mouse spiders and trapdoors. They and geckos will also eat one another, depending on relative size. They can't pierce the skin of an adult gecko, but baby geckos are very thin-skinned and tender, you can just about see through them. And of course centipedes will eat each other, especially if there is a major size difference.
