or if you have a aloe vera plant, cut off the fattest leaf and squeeze out the gunk that's inside
Or, wear it like a badge of honor lol.
This is why they say use extreme caution when heat welding (aka burning) the ends of plastic ropes and also why when you weld, you only wear cotton or natural fibres. The molten plastic will actually cause a more severe burn than the heat source. Why? Well, if you touch a hot flame, you move away quickly where if the plastic hits your skin, it sticks and keeps burning you until the plastic cools (by transferring the heat to you).
This is what is called first second and third degree burns, the duration of the exposure to heat and the deeper the burn. The way to treat any burn is to run it immediately under COOL not COLD water and make sure the water is flowing to leech out the heat. Cold water supposedly shocks the outer layer of skin and prevents rapid heat extraction from the deeper layers (or something to that effect).
Unless the plastic that you have stuck on you was full of germs (I doubt it because it was molten) I'd leave it alone until the skin below heals. What you've got is a perfect barrier to keep the burn from getting infected. When you skin beneath the burn heals, and starts to fall off, the plastic will come with it....probably in 3 or 4 days