Apply pressure to stop the bleeding, wrap it up with whatever you can, use some peroxide and neosporin to make sure you don't get an infection, and deal with those sheets. Peroxide and cold water cleans up blood. If your mother sees them, do your best to blame it on mother nature being a whore.
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I'm walking around like a robot trying to find those things you just said. Good job my parents are in bed.. ;-;