Heathland tends to occur on sandy soils, often course sand, but where the sand is finer bare patches can occur, possibly lightly grassed. It is on these dry, bare areas you should look for the elusive small cudweed (Filago minima). It is far from common but is probably often overlooked because, true to its name, it is small. Ted Pratt's indispensable guide to the Wild Flowers of the Isle of Purbeck suggests Studland is the best place for it as well as restricted areas on Stoborough Heath and Hartland Moor (although I have never found it there).
You would be forgiven for thinking that this plant does not produce flowers because they are very small and pale yellow which does not stand out well against the greyish/green of the stem and leaves. Rarely growing above a couple of inches tall it is a member of the daisy family so the flowers, visible from June through until September, appear in clusters at the tops of the stems. The stems and leaves are very downy which gives it is grey appearance.
Not a remarkable wild flower to look at, rather plain and simple, but a good find when you spot it.Small Cudweed: plain and simple