You don't say where you live, but if you're lucky enough to live in the right part of the country, it could be a goathead thorn. But small sharp stones can do the same thing, whether you have flat protection or not. Personally, I don't get a lot of flats because I don't have a lot of sharp stuff on the roads where I ride. But nobody has NO flats.

You should have noticed where the pokey-thing was, because there's almost certainly a small hole in your tube that will keep causing you to flat; and it would have been in the same place. Now that it's too late to do that, you can put some air in it and hold it under water in a sink to find the hole.

Shoulders are the absolute BEST place to get a flat, no matter what they're made of. I try to avoid riding on them.