No, that is not a living, breathing pine cone, that is a Pangolin. The Pangolin, also known as a Scaly Anteater, is covered in large Keratin scales. It can curl up into a ball when threatened, with its overlapping scales acting as armor and its face tucked under its tail. The scales are sharp, providing extra defense. The front claws are so long they are unsuited for walking, so the animal walks with its fore paws curled over to protect them.
Here is a photo of a full grown Pangolin:
And here is one demonstrating it’s balled-up defense mechanism:
Check out this video of the newborn baby Pangolin!