From the Super Mario Wiki
A Mega Urchin is a colossal sub-species of Urchin that first appears in the game New Super Mario Bros. Wii.
Super Mario series
New Super Mario Bros. Wii
A Mega Urchin looking at Mario along with a regular Urchin.
Mega Urchins only appear in World 4, and just like regular Urchins, they will float up and down, trying to poke Mario and the others. However, unlike regular Urchins, they are almost invincible, only vulnerable to a Star. Also unlike regular Urchins, their pupils follow Mario's movements. They mostly appear alongside regular Urchins.
New Super Mario Bros. U
They appear in one of the Sparkling Waters levels, Urchin Shoals, retaining their behavior from New Super Mario Bros. Wii.
Mario Golf: World Tour
Mega Urchins are set to appear in Mario Golf: World Tour on the Cheep-Cheep Lagoon course, where they will serve as obstacles for the golfers.