Allow me a moment to generalize about gender. (Obviously there are outliers, and on a good day, I'm Donald Duck.)
Now, males, memorize this phrase: "Oh no! Are you okay?"
It took me a mess of years and missed opportunities to employ this phrase at the appropriate moment. I have a manly aspect wherein my reaction to personal injury differs from that which I've observed in the girlfriends of men. My first instinct is to spring to my feet. If there is a broken leg involved, this test will suss it out. If there's a gash, I need to fight the reflex to rub in dirt to seal'er up. Somewhere during the first ten seconds, I am gauging pain against bragging rights. Men generally relish any chance to act casual about damage.
When a girlfriend hits the dirt, I implore you to FORGET all of that. Use the line I just gave you. It doesn't need to sound terribly authentic, because she's not really paying attention. The words will register, and you won't be a cretin.
From what I've seen - and I'm not one, so - girls react to potential injury from a fully different angle. Their first instinct is that they are probably hurt. They don't want to move in case a bone is threatening to poke through some skin somewhere. If there is a dirty abrasion, the dirt will at first appear to be gore. "Only rinsing will prove nothing's missing." It doesn't matter if she fell into a pile of Smurfs: these are critical seconds. If you don't show concern, then the damage gets worse. (God help you if you laugh.)
"Oh no! Are you OKAY?"
I am a truthful man. If you get a lie from me, then you are the police. I've learned that truth is like cream cheese, and it's okay not to press it into every nook and cranny. Further, concern is not a lie: I advocate only for an adjustment of reactions. You do care about her! You do not want her to be down for the count!
Also: if bone really does exit skin, this advice is irrelevant. Call an ambulance, and proceed to both probably pass out.