You should never try to remove anything that is actually stuck in your eye.  If you can’t flush it out with water or saline, you need to see your local eye doctor.  Trying to remove a foreign object yourself will usually just embed it further.

If something has pierced your eye such as a coat hanger of a piece of metal, you will need to go to an emergency room immediately.  Quick action can prevent retinal damage, vision loss or premature cataracts