Supposedly certain bristle worms have a stinging effect (fire worms), but even with those I don't feel anything (I've been stung so many times by corals and anemones that the stings don't really effect me anymore). If you notice you have bristles on your hand you can get tweesers and get them out right away, but if you don't notice (it's hard to feel the bristles going into your hand - they're really tiny) and they stay in for a while, they can work their way into your skin, and you may get a rash. If you've ever accidently grabbed fiberglass insulation the itching is very similar.