João Pedro Martinelli Fonseca, who filmed a video of the event, told a local paper Terro Do Mandu (as per a translation from The Guardian) that he was travelling to his grandparents' farm north east of São Paulo, when he noticed black dots in the sky.
Fonseca said he was "stunned and scared," in particular when a spider fell through the window.
Turns out, though, it's more of an illusion. The species, parawixia bistriata, is a rare social spider which builds webs so fine that they are near impossible to see with the human eye.
Adalberto dos Santos, a biology professor at the Federal University of Minas Gerais, told the newspaper that the spiders nest in a ball in the vegetation during the day, then come out at night to build a huge web connected to bushes and trees.