The odd one out is C. Thorn.
The other options are all tools that can be used to pierce or puncture something. A stick is a long, thin piece of wood or other material that can be used to poke or hit something. A needle is a thin, sharp piece of metal that can be used to sew or inject something. A pin is a small, pointed piece of metal that can be used to fasten or hold something together. A nail is a long, thin piece of metal with a pointed head that can be used to fasten something to another surface.
A thorn is a sharp, pointed projection on the stem or leaf of a plant. It is not a tool and cannot be used to pierce or puncture something in the same way as the other options.