In medieval times, when nearly everybody worked the land, the prick was a common tool for getting oxen to go faster. It was a pointed stick. If the oxen kicked the prick in annoyance it only made it go in deeper and hurt more. So to kick against the pricks is to rebel against authority but end up making life more difficult in the process. The phrase is also in the King James Version of the Bible. When Jesus blinded Saul of Tarsus (future Apostle Paul) he said "Who art thou, Lord? And the Lord said, I am Jesus whom thou persecutest: it is hard for thee to kick against the pricks." (Acts 9:5)