Kicking against the pricks was a saying well known to people in agriculture. The phrase was familiar to archaic Greeks and Romans and the Jewish people living under Roman rule. It was used to say that someone was struggling with a deity.
Pricks is derived from the Greek word Kentron. It means something is sharp. Laktizo is a Greek word meaning to kick or fight back.
The goad or prick was a stick with a pointed metal tip that the farmer used to prod the ox along while plowing. The farmer would poke the ox to steer it in the correct direction. The animal at times would struggle against the goad, which may it go deeper into the ox's skin.
Saul was persecuting Christians. Jesus spoke to him and ask why he was persecuting him and said it was hard for Saul to kick against the pricks. The expression insinuates that Saul suffered from persecuting Christians. We don't know exactly how, but maybe it bothered his conscience.
So when we fight against God, we are kicking the pricks and causing pain for ourselves. This is a good lesson teaching us to obey God. We need to remember, He is pointing us in the right direction.