The main danger from splinters of wood or metal is tetanus.

If the splinter is protruding from the skin, remove it carefully with tweezers. If it is just underneath the slain, heat a needle tip (this sterilises it), let it cool, then gently slit the skin over the end of the splinter until you can get hold of it with tweezers. If the splinter is deeply embedded, bathe with Hypericum and Calendula solution, and seek medical help.