sounds like a blackthorn/sloe, expect a red finger for a couple of days!
my mum always said removing splinters/stitches/sticky plasters, infact anything you are trying to remove, is always easier after a bath (skin is softer).
you could improvise with warm damp cloths, or keeping a hand immersed in warm water.
you could use a plant like Dock leaf to make a warm poultice which may help soften the area.
sometimes it is easier to do away with tradition and use a needle or shape blade to cut a larger hole then the evacuation is easier (but obviously much more prone to infection) perhaps not a good idea if clean items are not available.
Of course there is the
grin and bear it way, within a few hours of there being an alien body in your finger the bodies defences are set to kill it., often the splinter will be eaten, or moved by your body's defences.
I think it's fairly common knowledge about people finding bits of metal glass etc in strange parts of their body ages after they've had an accident.
the body is amazing and will sort it out if we dont