Acts 9:4-5 (KJV)
4 And he fell to the earth, and heard a voice saying unto him, Saul, Saul, why persecutest thou me?
5 And he said, Who art thou, Lord? And the Lord said, I am Jesus whom thou persecutest: it is hard for thee to kick against the pricks.

Thayer defined pricks as an iron goad, for urging on oxen, horses and other beasts of burden, hence the proverb, “to kick against the goad”, i.e. to offer vain and perilous or ruinous resistance.

When people persecute the church (followers of Jesus Christ – saints), they are actually persecuting GOD – Jesus Christ Himself. This is because we are His representatives – ambassadors. “2 Corinthians 5:17-21 (KJV) Therefore if any man be in Christ, he is a new creature: old things are passed away; behold, all things are become new. [18] And all things are of God, who hath reconciled us to himself by Jesus Christ, and hath given to us the ministry of reconciliation; [19] To wit, that God was in Christ, reconciling the world unto himself, not imputing their trespasses unto them; and hath committed unto us the word of reconciliation. [20] Now then we are ambassadors for Christ, as though God did beseech you by us: we pray you in Christ’s stead, be ye reconciled to God. [21] For he hath made him to be sin for us, who knew no sin; that we might be made the righteousness of God in him.”
And Jesus Christ said in John 15:19-21 (KJV) “If ye were of the world, the world would love his own: but because ye are not of the world, but I have chosen you out of the world, therefore the world hateth you. [20] Remember the word that I said unto you, The servant is not greater than his lord. If they have persecuted me, they will also persecute you; if they have kept my saying, they will keep yours also. [21] But all these things will they do unto you for my name’s sake, because they know not him that sent me.”

In the Defender’s Study Bible commentary it states:
“kick against the pricks. The future apostle is addressed here as behaving like a stubborn animal, rebelling against the pain caused by the goads in his harness. The Lord already had been speaking to him, as he would recall Stephen’s dying prayer (Act 7:60), and possibly also through the testimony of Christian relatives (Rom 16:7). He must also, with his training and position, have learned something about the teachings of Jesus, and especially the evidence of His resurrection. Yet he had been rejecting all this testimony.”
In the end it is useless and actually causing oneself harm to persecute GOD’s people and thereby Jesus Christ Himself. Over thousands of years the church was persecuted. People tried to eradicate Christians all over the world and still are but instead scattered the saints causing the gospel to be preached more and more. “Acts 8:1 (KJV) And Saul was consenting unto his death. And at that time there was a great persecution against the church which was at Jerusalem; and they were all scattered abroad throughout the regions of Judaea and Samaria, except the apostles.”, “Acts 8:4 (KJV) Therefore they that were scattered abroad went every where preaching the word.”

Therefore let us be encouraged when we face persecution that GOD is in control. He will work things our for good even causing the conversion of the persecutors.
“Romans 8:25-30 (KJV) But if we hope for that we see not, then do we with patience wait for it. [26] Likewise the Spirit also helpeth our infirmities: for we know not what we should pray for as we ought: but the Spirit itself maketh intercession for us with groanings which cannot be uttered. [27] And he that searcheth the hearts knoweth what is the mind of the Spirit, because he maketh intercession for the saints according to the will of God. [28] And we know that all things work together for good to them that love God, to them who are the called according to his purpose. [29] For whom he did foreknow, he also did predestinate to be conformed to the image of his Son, that he might be the firstborn among many brethren. [30] Moreover whom he did predestinate, them he also called: and whom he called, them he also justified: and whom he justified, them he also glorified.”
Let us have the attitude of Stephen “Acts 7:58-60 (KJV) And cast him out of the city, and stoned him: and the witnesses laid down their clothes at a young man’s feet, whose name was Saul. [59] And they stoned Stephen, calling upon God, and saying, Lord Jesus, receive my spirit. [60] And he kneeled down, and cried with a loud voice, Lord, lay not this sin to their charge. And when he had said this, he fell asleep.”.
And let us pray for boldness to declare the good news.
“Acts 4:29-31 (KJV) And now, Lord, behold their threatenings: and grant unto thy servants, that with all boldness they may speak thy word, [30] By stretching forth thine hand to heal; and that signs and wonders may be done by the name of thy holy child Jesus. [31] And when they had prayed, the place was shaken where they were assembled together; and they were all filled with the Holy Ghost, and they spake the word of God with boldness.”