The term 'Spiny Mammal' refers to two animals, the HEDGEHOG and the ECHIDNA. The HEDGEHOG is a small mammal with spines covering its back and sides, while the ECHIDNA is an egg-laying mammal that has spines on its back and tail. Both animals are found in various parts of the world, with the HEDGEHOG being native to Europe, Asia, and Africa, and the ECHIDNA being native to Australia and New Guinea. Both animals are known for their spiny coats, which provide protection from predators.