Don't all blisters you get from rubbing your foot against a shoe contain puss?

Not at all: Blisters from friction will fill with a serrous fluid. Pus can form if they become infected. Smaller blisters should be left intact so as to not allow them to become infected. If they do tear open apply antibiotic ointment and a sterile bandage. If they do not resolve in a week or so be sure to see your doctor. If you do see pus, they are already infected, and you should see a doc much sooner.

No pus in blister: Most blisters start clear and later they can get turbid, cloudy from white blood cells that are there to help heal the wound. Pus by definition is composed of white blood cells and bacteria. Since the epidermis is intact, friction blisters should not have allowed bacteria into the skin, so there shouldn't be an infection. Sticking a needle in it could cause an infection, see a doctor.