Best to get it looked at and treated if needed. I have had a few nasty infections, last was a piece of bamboo lodged in my arm from gardening, it emerged after 20 days like something from a horror film( didn't know it was in there, I have small scar, but it cleared up well in the end. Also cat bite and claw stuck in my hand from my elderly cat when grooming him, a nasty infection.
Good luck.