you can soak whatever body part got the splinter in hot (as hot as you can stand it) water for about a minute, then iced water for a minute...keep alternating them and then use tweezers to pick it out.
the different temps of water will make the splinter swell and contract(as well as your skin) and then will make a fluid pocket (not a very big one- dont worry) around it that you can squeeze and the hair should come right out, or you will be able to pluck it out with tweezers.
that whole explanation did not sound so gross in my head, but it works