It really doesn't matter what the "thorn" was. To obsess about it is a waste of time. St. Paul tells us God refused to take it away, and by not taking it away, the "thorn" kept him humble.

Christ tells us to learn from Him, Who is "meek and humble of heart".

It is a lesson for all of us to be "as little children" and not trust so much in ourselves as much as we should trust in God and His providence.