Spicules comprise one of the most fundamental components of the solar chromosphere. They appear to be jets of gas seen at the limb of the Sun in chromospheric spectral lines, and have been observed in Hα and other chromospheric spectral lines for over 100 years. They have an upward mass flux 100 times that of the solar wind, and therefore are an important consideration in the mass balance of the solar atmosphere.

Source : NASA

It's estimated that there are around 3 million spicules on the Sun's surface at any given time. They tend to be several thousand kilometers long, and last for 15 minutes or so.

Since their discovery in the late 1800s, there have been many attempts at explaining their origin and structure. At present, there are at least six prominent theories - none of which has been generally accepted (see paper linked above).