I did that in the middle of the night once. The needle was embedded in the bone of my finger - the Elna will sew through anything, LOL. I had to reach around to the thumbscrew and take the needle out of the machine to wake my husband up with pliers in one hand and the embedded needle in the other. My concern - how much blood did I get on the wildly expensive silk organza that was on the machine that night. White, of course.
Soak your hand in warm soapy water (antibacterial soap) twice a day for 15 minutes. Takes care of a variety of ills.