It may be called the common cudweed (Filago germanica) but in my experience, in Dorset at least, it seems to far from common. It is one of three species of cudweed that occurs here and the only one encountered frequently is marsh cudweed.
Cudweeds are members of the daisy family and bear those characteristics without actually looking obviously like a daisy! I know that sounds odd and I possibly have not really explained myself very well. Common cudweed has a small compound, yellow flowers which daisy-like in some ways and not in others. The leaves cling close to the main stem without opening out and are a whitish green. Again, some daisy species are similar in this respect but most are not.
Taller than marsh cudweed and much bigger than small cudweed you cannot really misidentify common cudweed if you encounter it. It is found in dry, sandy places on out heaths in July and August. It is listed in the Red Data Book as near threatened in the United Kingdom and yet elsewhere in Europe it is considered an invasive species.