Little known fact: tumbleweeds* are covered in these vicious little thorny things, which fall off and get stuck in shoes and feet, to painful effect.
*Update: A friend clarified that while tumbleweeds do have thorny growths, they aren’t the source of goat heads. That source is a ground-creeping plant called (among other nicknames) “Goat head”. I had been misinformed by a neighbor when I first moved to this area that the two were in fact the same plant. Apologies to all the tumbleweeds I unintentionally libeled.
People call them “goat heads” due to their appearance.