The ashy color is typical of a dug up and dried rhizome. There are an great number of species: http://plants.usda.gov/java/profile?symbol=smila2. Learned this : sasparilla is a smilax concoction.
It very well could be that
They are everywhere here. But my brother said he had found it out front by an old Oak tree and he said he didn't find it underground either
Not cocoon! It's definitely some part of a plant. Does it seem woody? Or stony? Can you scratch anything off of it? Do you remember where/how you found it? Maybe you could cut it open - that might help enormously for an ID.
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