Splinters are objects that become embedded under the skin. Most often these are tiny pieces of wood, although glass, metal, and plastic can be splinters too. Taking a splinter out as soon as you spot it helps prevent infection and makes removal easier (since the skin won't have time to heal over the splinter).
Should you take splinters out?
It might be tempting to ignore a splinter, especially if it doesn't hurt. But a splinter can become infected, so you should try to get it out as soon as you notice it. Removing a splinter right away means the skin won't have time to heal over so the splinter will pull out more easily.
Will splinters work their way out?
Tiny, pain-free slivers near the skin surface can be left in. They will slowly work their way out with normal shedding of the skin. Sometimes, the body also will reject them by forming a little pimple. This will drain on its own.