I think seeing a doctor would be the best. There are ways to check for infection such as:

Is it hot to the touch?
Is there pus?
Is there an extreme amount of pain? More pain than you've felt with similar wounds?

All in all getting in with a doctor to be positive that there is no infection would be best. It can be scary to go to the doctor for self harm but a lot of the times doctors can be really empathetic about this kind of thing.