You have been handling fiberglas insulation?

Duct tape. Seriously, tear off a short piece and roll your fingers on the tape, pressing moderately hard.

^^^ Tape

Any tape, as long as it is really sticky, will work.

Yep....tape!

Or use a sharp knife blade or single edge razor blade held at 90 degrees to the skin and dragged sideways (not in a slicing motion) parallel to the hair. Sounds scary, but perfectly safe unless you're a klutz... ;-). Repeat several times until the sideways motion pulls it out.