None of my books indicate there is any danger from getting stuck by a catfish prickle. However, I expect like most spiny creatures they have some caustic substance on them to make it painful.
There is a species known as the Stinging Catfish but as you don't give the Latin name I can't be certain what you actually have. All the books say is to avoid picking the catfish up with a net.
Clean the wound as much as possible and put ice on it (wrapped in a cloth, of course, to avoid ice burns). If it swells up a lot, go to the hospital. If you could identify the actual species of fish it would make the doctor's job a lot easier in trying to work out if you've been poisoned.
I suspect the worst that will happen is that you might need a course of antibiotics. Good luck.