The first step is to quickly cool the wound under cold water for at least 5 to 10 minutes.
Then, clean the wound with a mild soap without perfume or dye, and rinse well.
It would then be prudent to go to a pharmacy to have the wound assessed.
In the meantime, you can apply an antibiotic ointment such as Polysporin.
If you are diabetic, or if your immune system is weakened (ex: chemotherapy, treatments for arthritis or Crohn's disease...), a medical evaluation is required.