Is that the flower natural color? We found one in a yellow color with the same type of bug.
That is Cirsium horridulum, and yes that is the natural color.Although the common name of this plant is Yellow Thistle, most of the ones I see around here are the color of the one in the photo. I have only seen one that was a yellowish color. You can see more photos of this plant here http://www.wildflowersoftexas.com/cirsium-horridulum.html