There were several together in close proximity, but I've never seen anything like them before.
I'm thinking it's probably something that fell from a tree, but looking up I couldn't see anything like it on any of the overhead branches.
The middle is some sort of woody layer. The outside "prickery looking" kind of reminded me of deer fur. It was stiff, but not sharp like thistles (even though it looks sharp). The inside was short and soft too -- almost like velvet.