Goat head (Puncture vine - Tribulis terrestris) is a common weed whose seed head has a very sharp point on it. Puncture vine originally came from Africa, and as such, it is a natural food for sulcata tortoises.
I think that sulcata feet are so tough that I doubt a puncture vine could penetrate, however, just like your feet or skin, if one does penetrate, yes, it would hurt.