I had a tiny tiny splinter in my thumb, probably a thorn picked up while caching. It was so small, I couldn't see it, but I could feel it was there, and the skin for about a millimeter nearby, had turned white and started to hillock. That's the natural defences getting ready to eject the foreign material. But I didn't want to wait for that.
I have a *very* fine-nosed tweezers. They're so good at getting splinters out, that when I went to the "Small injuries unit" a few years back with a splinter under my middle fingernail (and I was too wimpy to try to get it out, because I'd be using my left hand), the nurse there preferred to use my tweezers over hers! By the way, I can thoroughly recomment going to a "Small injuries unit" for anything that needs dealing with rapidly that you can't do yourself. They're a lot less crowded than A&E, and if they don't think they can cope (so far, they always have with me), they'll tell you so. I went to the SIU a couple of year ago when I head-butted a tree, and the resulting scalp cut released floods of blood. I couldn't tell how bad it was, so I went to the SIU, the nurse there cleaned the wound, told me it wasn't too bad, gave my scalp a dab of glue, and sent me home. The white t-shirt I'd been wearing looked like it had just come from a butcher's shop.
So recently, I bought (from Ebay, of course) a jeweller's loupe. Actually a pair, in the form of spectacles, and with a 20x magnification, and led illumination. With the aid of this loupe, I could clearly see the tiny black dot in the middle of the white area. With the tweezers I pulled it out, and now I'm good!
You can find your nearest SIU using Google. Mine is at Mount Vernon, in Rickmansworth.