Questions are never a problem here, that's part of what this forum is all about. Your questions may help many other spinners who are too timid to ask <img src="/images/graemlins/smile.gif" alt="" />
I don't have a lot of experience with llama, I've probably only spun it 5 or 6 times. But I have noticed a huge variation in the quality of the different llama fibers I have spun. Some was as you say, prickly, and some was not. None of what I have spun was de-haired, so I have to think that some llamas have coarse, stiff guard hairs and some do not. De-hairing is the process of removing the guard hairs, it's expensive to have it commercially done and extremely tedious to do it yourself.
So you didn't do anything wrong, that's the good part! In the future, when working with fibers containing stiff guard hairs, try putting only as much twist into the yarn as needed to hold it together. The more twist in the yarn, the more harsh the feel.
And use your beautiful new yarn in something you won't be wearing next to your skin, like a new handbag. (Did I mention that llama felts?!)
If anyone who reads this forum is an expert on llamas and their fibers, please post and share!