We have this story of the conversion of St. Paul three times in the Acts of the Apostles. In Chapter 9 we have the firsthand account of it. In Chapter 22 we have Paul's account before the Jewish leaders in Jerusalem
In Chapter 26, Paul gave king Agrippa an account of his conversion. The three accounts are identical except for a detail Paul added when speaking to King Agrippa. There, Paul recalled that Jesus had said to him, "It is hard for you to kick against the goad."
There Jesus was saying that Paul had been ignoring insistent promptings from Jesus, even though it hurt him to be so stubborn.