This looks like some spiny bug or disease on this bush but I can't tell if it is part of the bush. I don't know what the bush is. It looks like some wild bush because I don't remember if I planted it or not. I cut the spiny thing open but it doesn't look like a bug. It's only on 3 or 4 branches. I can't find anything like it on the Internet. Any info will be appreciated. I'd like to know what this bush is.

Salix cinerea I think ..

https://www.rhs.org.uk/Plants/...

https://gobotany.newenglandwil...

The pod on the left appears to have holes bored in the base of the individual pods, there's a small bug in the photo.

It does look like this. I'm in Pennsylvania, USA. Is this possible? You say there is a bug inside????

It certainly is possible in Pennsylvania. Check the lower distribution map on the left of the gobotany site.

https://gobotany.newenglandwil...

There are black areas with holes at the bases. I can see what looks like a small light brown insect at the bottom of the pic, it might be something else but the holes suggest a seed eating bug or moth caterpillar.