I get cold sores on my skin. What should I do?

You may do nothing. Depends. Some people thought it just an annoying condition, 7-10 days later, it would go away anyway. So do nothing is an reasonable option. Some people thought it's serious, then you need help from dermatologists who may prescribed oral medicine like Acyclovir to stop it.
Sores. Sores on the skin can be from different sores. Allergy, infection, irritation, systemic causes etc. You should have a medical doctor look at this lesion before it goes away as it could be a clue to a systemic disease and help with the diagnosis. The md can ask you a host of many other questions to many to ask in this small venue. Good luck and have it seen asap to help with the diagnosis.