Most bristleworm spines don't have venom in them, but the spines themselves can cause irritation (sometimes can lead to infection), as others have already mentioned.
The fireworms (Amphiniods) do have venom in their spines. Not sure which got you.
Hot water (not scalding) helps to break down the proteins in the venom, same application as if treating lionfish stings/venom. Hydrocortizone on the area (as already mentioned) does help with iching. For pain over the counter acetominophen or ibuprofin can help. If you think you are allergic take a benedryll and contact your doctor for further advice, this is not something you want to linger w/o begin looked at.
I am also finding that I am getting more and more allergic to my tanks as I have gotten older. Now anytime my hands have been in the tank my joints ache after ward and become a little swollen. Sometimes minor throbbing happens after a few hours working on the tank. If really bad I take a bendryll. I've been in conversations with my doctor about this. I've been exposed to all kinds of toxins from various marine inverts that I have worked w/ in the past, as a researcher... Guess it all catchs up at some point.
Now I always use gloves in my tanks (or really try to ).