You really should go to ER if you hit fat (looks yellow and has "bubbles", can be flat depending on place) or deeper or if it's gaping 0,5cm or more. You should go to ER if blood doesn't stop, pulsing or bleeding is too strong.
What you always should do:
1) Sterelise everything and I mean everything. The tool, the scissors to cut dressings, place where you are going to self-harm. You'll thank yourself for not getting a nasty infection.
2) Make sure your tool is free of rust and clean, clean it with disinfectants or non-fragmanted soap, dispose after a few (3-5 or so) ysages, if you can get disposable tools it's even better.
3) It's good to have around: soline solution or distilled water, antibiotics ointment, iodine or an antiseptic solution, or rubbing alcohol. Dressings for wound that are not napkins or toilet paper or anything that can leave pieces in the wound. Really, invest in normal dressing. You want to have non-sticking gauze pads and surgical/paper/medical tape. You always might want to have steri-strips or butterfly bandages (can be DIY), they help reduce scarring and close gaping wounds. There are different dressing depending on depth and different care steps.
4) Don't reopen wounds, pick scabs and etc, unless you want scars (bio-oil is often adviced to help with fading scars, haven't used it personally though).
The self-care routine differs depending on wound depth but in general for deeper wounds you want:
1) Clean it with distilled water/saline solution
2) Apply iodine/alcohol around the cut
3) Apply antibiotic ointment on edges/around the cut (you can miss this step if wound isn't deep but better safe than sorry)
4) DON'T put alchohol or iodine into the wound!!
5) Close the wound with your dressing (steri strips/butterfly bandages can help it heal faster and are needed if the wound is gaping, still dress would over them), change dressing every 24-48 hours or if gets soaked in blood.
Signs of infections:
1) Wound feels warmer
2) Redness around wound
3) Swelling
4) Pus
5) Fever: if it's high you need to see doctor asap
Infections can result in sepsis, amputation and death. Good idea is to make sure you are up-to-date with your tetanus/lockjaw shots.
How to stop blood:
Put pressure on the wound with a clean cloth or towel, and don't lift it up to check if the bleeding has stopped. If it bleeds through, put another bandage on top rather than removing the bottom bandage. If it's on a limb, elevate the limb above the heart. Remove gently only after at least 15-20 minutes.
Thoughts on addiction
Now stop for a second and think. Self-harm is very serious, it can and will affect your life in a bad way. You risk your social status, your health and wasting your money: proper care for wounds will cost you quite a lot over time and you want proper care. It's annoying to care for wounds, it costs a lot, it takes time (bigger wounds can take months to heal and all this time you will have to clean, apply and dress them). You risk your life, losing a lot of blood and potentially getting anemia, detroying your nerv endings (deeper wounds can never heal fully and you're almost guaranteed to get nerve damage at some point), immobilising your limbs. Scars of deeper wounds will take you years to heal fully and these years they will hurt, itch, stretch and restrict your movement.
Self-harm can seem glamourous, it can relieve pain and be the only way to cope with life. But you now risk putting yourself into life-long addiction (it's a real addiction, I can't last two weeks without cutting even though I really try and really want and get support and treatment) you will never really get rid of. This addiction is progressing, sometimes very fast. If progressed it will leave you a mess with permanent damage and permanent pain, itch and discomfort, destroy your relationships and social status, hurt people that love you. It'll even strip you of choice of clothes you want to wear: I can't wear a swimwear without getting people glaring on me. I can't wear short-sleeves without getting questions and it'll last for years until my scars (hopefully) will fade.
It starts innocent, maybe euphoric, can be the best thing you ever felt. But it will escalate, it will harm you in a permanent way and I, personally, not sure I will ever be free of this addiction. It never progressed too far for me and still I feel like I'll never be free. Is it worth it? It's for you to decide but THE BEST TIME TO STOP IS NOW. Urges will only get worse.
Take your time to think if it's really worth it.
Some tips: try only have blunt tools when you're control by emotions. Don't self-harm when you're affected by drugs/alcohol.
There is too much information to fit in one post, hope I've managed to help you a bit. Sorry if my english is a bit rusty (or very rusty or incomprehensive at al.....). Please, PM me if you need more info on wound care, I can advise you where too get guides (what I wrote above is based on them) BUT mind that it might affect your recovery in negative way.
Good luck and be safe.
