I just realised how thick Spyro's skull must be

[dempixels]

In later titles post-Insomniac trilogy, we do hear Spyro yell out when he rams into a wall, so it may hurt to some degree.

It does hurt, but he still walks away without a scratch.... if my memory serves right

I guess I need to play those games again too, I am on a replay streak anyway.
Except Skylanders, I have to watch gameplays ._.