dextermat :
Remove it slowly, it should not do damage, if it is stuck you can bend a pin so be careful.
I agree with this advice, with reservations.
If the system does not show abnormal behavior, it may not be a problem. Read below and OP states that he can't be sure that there's even any hair in there.
x_blAZE :
Not sure whether there is hair or not but I generally shed lots of hair, and if I remove the cpu to see then the thermal paste would be spoiled. Please tell me about probable signs and symptoms,if there's hair
Symptoms of a bad CPU install:
1) Motherboard does not POST or does not boot normally.
2) The system crashes, freezes or powers down unexpectedly.
3) The CPU fan screams to full speed even if the CPU is not overheating.
4) The CPU fan behaves erratically.