Go now if you cannot bear weight or use the limb, the limb looks deformed or bent wrong, you see bone or a deep gaping wound, the area is numb, cold, or blue, bleeding will not stop with pressure, or the pain is severe and getting worse. Most everything else can start with a calmer step.
The rule of thumb: urgent care handles most sprains, strains, minor fractures, cuts that may need stitches, and burns that are not large or deep. The ER handles the red flags above plus head injuries, neck and back injuries after a fall or crash, and anything involving chest pain or trouble breathing - those are 911. A free Pymander text consult can talk through your specific injury in minutes and tell you which level of care it warrants.
What to do
Common questions
Is my injury serious enough for urgent care?
The honest answer is a short checklist, because injuries sort into three buckets. Bucket one, go now (urgent care or ER): you cannot bear weight on the leg or use the arm at all; the limb looks deformed, bent at a wrong angle, or a joint is out of place; there is a deep or gaping wound, visible bone, or bleeding that does not stop after 10 minutes of firm pressure; the area is numb, cold, blue, or pale; or the pain is severe and escalating. Bucket two, call 911: chest pain, trouble breathing, a head injury with confusion, repeated vomiting, unequal pupils, or loss of consciousness, and neck or back pain after a fall from height or a vehicle crash - do not drive yourself. Bucket three, home care is a reasonable start: a sprain or strain you can still use, pain that is manageable, swelling that responds to ice and elevation - with a follow-up visit if it is not clearly improving in two to three days. The gap between "I think I am fine" and bucket one is exactly where a text consult helps: describe what happened and what it looks like, and the consult gives you a calibrated answer instead of a guess. MedlinePlus's guides to sprains and fractures back the same red-flag list.