Los erizos de mar are sea urchins.  They are those spiky balls that you find on the sea bed or in rocky areas by the sea. 

The noun erizo means 'hedgehog', therefore el erizo de mar literally means 'the sea hedgehog'.  In Spain, this sea creature is a food.  They have to be cut open with scissors, removing unwanted bits but keeping the edible red /orange parts.  These parts are known as las yemas (the yolks).  Each sea urchin contains five of these parts (cinco yemas).