Stepping on a nail, while an accident, is not without its risks. Puncture wounds on the feet are more likely to get infected. This is why cleaning the wound is incredibly important.
Puncture wounds caused by nails are a common way that bacteria that cause tetanus get into the body. Being immunized prevents tetanus. Many people get tetanus shots as part of routine care. You should get a tetanus shot every 10 years. Staying up to date on tetanus boosters is very important, especially when accidents like stepping on a nail happen.
Puncture wounds also run the risk of excessive bleeding. However, a lot of bleeding usually only occurs with severe wounds, in which case a healthcare provider should be called on.