Becca have Jon double check on the status of the bird. Green Heron is a protected species in many states.
That little fluff ball is probably scared to death, starving and surely slated to die if it isn't rescued.
It won't "hurt" you, but the beak is nasty and it will try to defend itself, so be very wary.
I'm pretty surprised that an animal rescue place told you to catch it yourselves.
Take care nad don't feel bad about anything. If it were a baby snake I'd not go near it or see it as anything cute at all.