The hairy frogfish is a type of fish that's covered in spines.

The other obvious question (How???) is harder to answer. There are a lot of theories around, but I could not find a single paper describing how the process happens. So we don’t really know, but the “hairs” seem to be filaments growing from the skin. To confuse things a bit, frogfish often also have real algae growing on them. This hairy appearance is not restricted to frogfish, but can also be seen in certain species of Scorpionfishes and Ghostpipefishes. The growth of it seems to be triggered by absence / presence of certain algae, but the exact details remain a mystery.