Folks typically want to know what "Poking is-- and that makes sense. However, when I tell them that they "Poke with a Pin" (a Quilting pin .65mm in diameter, see Pictures below) most start to laugh.
As a general rule, carrying a Pin is pretty easy. You do need to have the pin with you at all times (See the Rules). There are several easy ways to carry a pin. Most PBYS users put it in their cigarette pack. I have inserted a pin in a standard 7mm lead pencil (see Below) which works well.