The Sand Worm, also known as the Sand W in the Nintendo Entertainment System, is an enemy in the original Final Fantasy. It is a rare enemy that appears in every northern desert in the game; as well as the Cardia Islands, also known as Bahamut Islands.
As they do not have any considerable weaknesses and their stats are not high, it is recommended to just use regular attacks. They appear in groups of up to two enemies, so do not worry about this enemy as they do not appear frequently anyway.
The Sand Worm is possibly a reference to the giant sandworms from the sci-fi novel Dune, by Frank Herbert. It could also be a reference to the unconfirmed real-life cryptic creature called the "Mongolian Death Worm."