Any time you get a foreign body stuck in you such as a splinter, you should always go in and see your doctor
. In the case of splinter, there are a few reasons why you should be evaluated. First, splinters can be loaded with bacteria that are introduced into your finger when it gets stuck. This can result in a local infection which can be painful, and can even (in rare circumstances) be serious. Some of these splinters are superficial enough that they will be expelled on their own as your skin replaces itself. If it is deeper, then the splinter may stay there. Even if it does not cause an infection, the splinter can still cause problems. For example, the splinter can cause blood vessels to grow around it resulting in what we call a pyogenic granuloma. This is an area of your finger that will bleed very easily.
I suggest that you schedule an appointment with your primary care physician
. He or she can examine your finger and determine what the best course of action is for the splinter. If the splinter is deep, then your doctor will likely suggest that it be taken out. This usually involves some alcohol, a small needle, and some tweezers. Good luck.