Yesterday I stepped on a staple, indoors. Is there a tetanus risk?

Depends ? If the staple was old and rusty may be. It also depends on your immunization status. If you have not had tetanus shot in the last 5 years get one. Make sure you get tetanus with whooping cough. (tdap).
Doubtful. Deep wounds from dirty rusted metals are more likely to pose a risk than a staple.