Why should you not prick any blister on your skin?

Blisters should not be pricked unless they are painful. Basically, a blister is when the top layer of skin is damaged, and your body's reaction is to "replace" the skin with new skin. You'll notice that the blister is filled with liquid if you puncture it, and that's because the water helps the new layer of skin "develop". The new layer skin is vulnerable and opening up the blister during the healing process opens up the wound area to infection and can slow the process.