If it's small, you can try and treat it yourself. If it's bigger than one centimeter in length and on centimeter in depth, then you want to go see your doctor. You're going to want to clean it out. If there's anything in there, any kind of dirt or debris or pebbles, you're going to want to get that out of there. You can use tweezers that have been soaked in alcohol. If it's a splinter you can try with the tweezers as well. Sometimes just getting some tape and putting it over it and then pulling it up will pull the entire splinter out, as opposed to taking it out in pieces with tweezers.
You're going to want to clean it with warm, soapy water, and then you're going to want to put some antibiotic ointment on it and then put a bandage over it.
If it's bleeding you want to stop the bleeding. Get a clean cloth, or some gauze, or even a menstrual pad and put it over it and hold it there until it stops bleeding. A good ten minutes you can hold it there. Once you take that off, clean it up, put some antibiotic ointment on it and put a bandage around it.
Change the bandage every day, every 24 hours, or if it gets dirty, or if it gets wet. If you start to see signs of infection, swelling, redness, pus, if you start to get fevers or chills, or your muscles get achy and stiff, go see our doctor because you may have an infection going on.
Now if it's something big or major like, say, an arrow goes through your arm. You're not going to want to take that our yourself. You're going to want to the doctor and you're going to have them take that out. There's a safe way to do it and a better way to do it than at home. Let the doctor take care of it. They know what to do. Anything big you're going to want to go seek medical attention for.