That's foxtail. Bad, very bad when it's in your hay. DON'T feed the hay anymore. My mare had two handfuls of these seeds stuck under her upper lip, acted like she was choking, so I called the vet. He couldn't find anything pointing to choke, opened her mouth and I saw them sticking in there. 200$ later im smarter...never ever again do I feed hay I see has foxtail in it.
Btw, my mare was okay after they were removed, no problems.