Coming unstuck can be terrifying.
Coming unstuck and getting back up to find that you have a puncture wound can be even more so.
If the item responsible for your injury is still embedded in your person, your first instinct might be to pull it out - it's not meant to be there, right? Keep calm, take a breath and leave it exactly where it is. Do not remove the embedded object.
This might seem weird and against nature however leaving the item where it is can help to keep the wound itself sealed off against bacteria; can help keep ruptured blood vessels blocked off and removing the item could cause further inury.
Seat yourself and call for help on spearkerphone where possible. Gently wrap a dry dressing (such as handkerchief or base-layer), around the base of the object (where it meets you), like a donut then apply some gentle pressure to keep the dressing down. Where practicable, wrap a bandage substitute (light cardigan, leggings) around the very outer edges of your donut to keep it in place and pressure over the first dressing.
Try not to freak out. The sooner you seek professional help, the better chances of a successful recovery.