Consequence of touching Formaldehyde
cool pics! 

Firstly, Formadahyde is a terribly toxic substance.  


  Skin Contact: CORROSIVE. Contact can cause pain, redness, burns, and blistering. Permanent scarring can result. Can be absorbed through the skin.


Formaldehyde causes organ failure and scarring if ingested.  

In this case, since you don't have burning or blistering, it seems like a reasonably low exposure. You should nonetheless call your doctor to check in or drop by the campus infirmary or what you have. 

A good experience to remind you to wear gloves when working with chemically active reagents or solvents (DMSO for instance!) 

I'm not a doctor, but as a non professional and informal opinion, your finger will probably become normal again, eventually all the cells will do their best to repair themselves.