Earthworms have tiny stiff hairs (setae) on almost every segment, and these little hairs help the earthworm move. As earthworms stretch out and then contract their muscles the setae grab the soil and move the earthworm forward.
The setae are visible under a microscope and their position on the body is used for identification. On larger earthworms the setae are so large that it makes the earthworm feel rough and bristly. If you get some big earthworms, be sure to have students feel the setae.