Is the answer:
The answer
I'm prickly and one-eyed
And quite hard to spy
There can only be one answer and they can be very hard to spot. Also hard to grasp, hence the prickly part
With fodder for mysteries and puzzles galore
The answer gives the riddle purpose: to be solved!
When you see me you'll be pleased
You should feel the satisfaction that you solved a riddle first
But feel rather teased
The suspense when your answer is so close to the real answer
And pointedly wonder why you'd missed me before
When you finally see the answer, you will wonder "Why didn't I think of that before?" (Answer: You're human, not Jon Skeet's bot :) )