A lot would depend on what it actually was.
The main risk would be infection, from the "splinter" pushing bacteria into the skin.
Wash the area with warm soap and water, then apply a topical ointment like savlon or germolene.
If you have any irritation or infection that is sore and red or raised then make an appt to see your doctor.
If you can see the end of a "splinter" it is usually safe to just pull it out.
If it has gone inside the skin the body often just breaks it down or it may need to be removed surgically if it causes problems.
