Whenever you are playing any type of sport, it will be best if there is someone present who is trained in first aid and, wherever possible, trained specifically in sports first aid.
However, this is not always going to be possible and, as such, it may well be wise for individuals to have a good idea of how to treat sports injuries themselves.
No matter whether you are playing football or squash, having a small first aid kit on hand can be extremely beneficial as even the very slightest of injuries may well become exacerbated by a delay in treatment or a lack of knowledge of how best to deal with that specific problem.
Obviously, prevention is always better than a cure and warming up and stretching are going to be integral. Be sure to learn an in-depth warm up routine specific to your own sport, and ensure you carry this out before every single training session or game.
With sprains, ensure that you rest the body part in question to start with but that you undertake light exercise as soon as possible with the help of a sports bandage to ensure you do not lose flexibility in the area.
For pulled muscles, it is important that a sports ice pack is used immediately and that heat is used at a later time. Ice is a miracle cure and can be used on almost any injury. For any such pulls or swelling, it is wise to remember to use cold early on to reduce swelling, and heat only after 48 hours to encourage blood flow.
For knee or elbow injuries, rest will be the best thing. The more pressure you put on such joints, the worse you will make them, so be sure to be patient and ensure that any such problems have healed before you take back to the sport.