A Few Days Ago I Think I Got A Small

A few days ago I think I got a small clear thorn in my finger. That's what it felt like anyway. I sterilized a needle and tried to get it out, but since my finger has gotten extremely sore. I can't stand to use it to do anything. It is hot and red. My nail is a little discolored, but I think its just from the swelling. Is there anything I can do at home to help? And when to I know to consult a doctor?