What should i do if i hurt my wrist golfing, possibly sprained, 3 weeks ago, never treated it or iced it, and it still hurts. (iced in the 3rd week)?

See orthopedist: If it has been 3 weeks then you should have it evaluated to rule out ligament or tendon strains/tears or even subtle fractures. Basic treatment consists of resting, use of a over the counter wrist splint, avoidance of painful activities, icing especially if re- irritated by ongoing activity, and use of anti-inflammatories.

Wrist sprain : You may just sprained the wrist. Try a wrist support and anti-inflammatory for a week. If no improvement seek a medical evaluation.