IdentificationIt is to be hoped that the object will be visible to the eye.
Image from here
ManagementFirst and foremost: Do not remove the object. Doing so has the potential to cause severe bleeding.
Medical assistance will be required (an ambulance may be best).
First aid should consist of applying firm pressure around the wound (not on the object), ideally with a clean pad. Padding should be placed around the object to support it, and then bandage the padding in place to keep the object stable. If the injury is to a limb, elevate it (if possible) to reduce swelling.