haha i have handled them before... i guess is at your own risk...
When they feel threatened, the spines turn from soft to hard n quite possibly, sharp. And once you get a hold of them, they are super sticky, had to shake quite hard to get it out of my fingers. btw, trying to move them off a rock is almost impossible... their spines like super glued to the rock!
Then again... I heard that if your urchin's spines are falling off, not sticky anymore, it means it's not healthy. Hope it helps