Hi Guys!
I actually do a lecture on this exact subject, last one nationally was at Macna 2010. So anyway, there are quick and easy first aid treatments for most of what you have posted so far--
Anemone stings: soak in white vinegar. This prevents the un-discharged nematocyts from being triggered, so it minimizes the reaction.
Bristleworm stings: same thing, soak in vinegar. It dissolves the bristles and is a lot easier than thrying to sticky-tape them out. You will develop a sensitivity to these over time, so glove up if you are digging in rock or macroalgae.
Fish stings (lionfish, scorpionfish): heat! As quickly as you can get the sting as hot as you can stand--hot water, hair dryer, whatever works. I've had friends stung by these and they held their hand up to the heat vents in the car to get to the emergency room without screaming.
Urchin stings-I've done that, not fun. Heat helps here too.
Zoanthid/palytoxin: no treatment! If you end up going to the hospital, they can just give you supportive care to keep you going until the toxin is gone.
And always, always, if you have any doubt it can be serious, get to a hospital!
Christine Williams
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