Ouch - I hate thorns and splinters - they hurt a lot for how small they are!
On reading your question I was not sure if you got the thorn completely out. If there is still some woody material under the skin, it is much more likely to become infected.
At a puncture wound such as a thorn, the skin heals by using inflammation,
redness and swelling that is caused by more blood circulation to that area. When you are more active, such as working, there is more blood flowing in general in your body and the inflammation will make that area swell up. When you are resting, such as during sleep, there is less overall blood flowing, so you will notice the swelling going down.
Signs of infection would include
fever, redness, particularly if it is spreading out from the original spot, pain, and goopy
drainage (pus).
To treat a puncture wound such as this, soak it several times a day with a warm wet soapy washcloth. That keeps it clean, encourages the healthy inflammation, and softens the skin a little bit so that if there's a tiny sliver that needs to work its way out, it'll do it faster.
If you develop a fever, or the pain is getting worse even when you rest, or it just isn't getting better, then I would encourage you to see a doctor to have it checked - it may need to be drained.
I hope I have answered your question. If you have any further questions I will be happy to help.