Summarize this article:

Before trying any type of removal, it's important to cleanse the area where the thorn entered your skin. Use a gentle soap and wash the area with warm water before you begin the removal process.  Don’t scrub the area, or you could push it in deeper. Pat the area dry with a clean cloth. It might be tempted to push and prod the area around the thorn to get it to come out. However, you may end up pushing it in further or breaking it into pieces, leaving you with a more difficult problem on your hands. Leave it alone and try better methods for getting it out. Check out the angle and depth of the thorn to figure out how to remove it. Different methods are better for removing thorns at different angles and depths. See how close it is to the surface and whether a layer of skin has grown over it. You may need to use a magnifying glass for a closer look.  If the end is poking out, you might be able to remove it with tweezers or tape. If it’s deeply embedded, drawing it out will be required. If it's covered by new skin, you may need to use a small needle or razor, which will need to be sterilized first. If the thorn has been in your skin for a few days and you see signs of infection, see a doctor to get it removed. It's better not to attempt getting it out yourself since you could further injure yourself. A doctor will be able to safely remove the thorn and dress the wound to cure the infection.  If it’s leaking pus or blood, go to the doctor. If it’s itchy, red and swollen, go to the doctor.

Summary:
Cleanse with soap and water. Do not try to squeeze it out. Inspect it closely. Know when to see a doctor.