The situation that you just described is quite common with people who like eating fish. This can be a painful situation if it is not resolved quickly. What must have happened is that while the bone was in your throat, the throat muscles might have contracted and the bone stabbed the walls at that time. Another possibility is that it might be lodged somewhere in the back of the mouth.
Firstly, you need to eliminate the possibility that it is somewhere in the back of your mouth by taking a flashlight, opening your mouth as wide as possible. If the bone can be seen then this is a good sign. To take it out though might be a different issue, because the only instrument that is capable of doing this is a surgical clamp or forceps, or a pair of long tweezers. These are generally not items that you keep around in your first aid kit so visit an emergency room immediately. If it is stuck in any other area, you can just pull it out if it is within your reach.
The other possibility is that the bone has been lodged inside your throat just above your food pipe, in this situation things could get a bit more complicated and may elicit a minor surgery. In the meantime, there is a technique that could be useful. Using the same mechanism that got you into trouble in the first place, you need to swallow some “hard” food. Hard food would basically mean something that you can swallow without having to degrade its structure by chewing it to a pulp. The idea is that the food while going down in the peristaltic motion, latches on to the fishbone and pulls it out. This is effective in theory and sometimes effective in practice as well. A prime form of hard food of type would be flat bread like tortilla bread. This has to be swallowed with minimum chewing and takes a bit of effort as you are fighting against the instinct to chew. Swallow as hard as you can and keep repeating this until you feel that the obstruction is gone. If not, again your only hope is the emergency room; otherwise, you stand the risk of an infection. This could mean that a minor surgery would have to be conducted anyway. For a doctor, the procedure to remove the bone would be to do an endoscopic probe to find the bone and then remove it out, in the same procedure.