What if a wasp stinger is stuck inside you?

Wasps have smooth stings (unlike the barbed stings of honey bees), so they can withdraw them easily after stinging. They will not leave the sting behind.
If you have been stung by an insect and the sting is left behind, it was almost certainly a honey bee. Remove the sting as quickly as possible by scraping it out. Do not grip it with tweezers or between finger and thumb because by doing that you may force more venom into the wound.