It is a seed from a Scotch Thistle plant or "Father Christmas" as some children call them.
Nothing to worry about, just a piece of nature blowing in the wind that got caught on your plant.
Hope this helps, Organoman.
I think that’s just some piece of fabric or animal hair - growing indoor or outdoor it’s damn near impossible to avoid some contamination like that. I noticed one of my tents had shedded black fibers from the zipper area that ended up in bud. It happens unfortunately