Defo, been there, done that!
I once took off my shoes before my girlfriend and I napped in a small cave we'd found during a Mountain Adventure. About an hour later, energy having come back so we could make the trek back down, I put my shoes on, and what was in the toe of my right shoe?
A large scorpion with an attitude problem. Aaaand STING.
It hurt, it sucked, I got sick, and it was awful. But I had fun. XD
undies, especially if you are wearing a mini skirt XD
Slobber from my dog
does it matter?
This happened to me. A used Condom. I thought a snake had taken up residence. It was an Icky feeling. Just glad it was mine.
No more sole ...
Anything which bites like hell, though I bet that an innocent big spider which is normally harmless is just as terrifying, especially if you crush it and you feel it... Anything alive, most of the times. Oh, but you shouldn't forget the many options we have left: Superglue, nails, pins, cactuses, shattered glass... Ah, the memories... (Just joking, the worst thing I found in my shoes were my keys and that's not a bad thing, actually :D)