Assuming you are playing R&A rules, you can lift, clean, drop and then play the ball without penalty:
http://www.randa.org/Rules-of-Golf/MainRules/25-Abnormal-Ground-Conditions-Embedded-Ball-and-Wrong-Putting-Green/SubRules/2-Embedded-Ball
f a player’s ball is embedded in any closely-mown area through the green, it may be lifted, cleaned and dropped, without penalty, as near as possible to the spot where it lay but not nearer the hole. The ball when dropped must first strike a part of the course through the green .
Note 1: A ball is “embedded” when it is in its own pitch-mark and part of the ball is below the level of the ground. A ball does not necessarily have to touch the soil to be embedded (e.g. grass, loose impediments and the like may intervene between the ball and the soil).
Note 2: “Closely-mown area” means any area of the course, including paths through the rough, cut to fairway height or less.
Note 3: The Committee may adopt the Local Rule as provided for in Appendix I allowing a player relief, without penalty, for a ball embedded anywhere through the green
"Through the green" is the whole area of the course except:
a. The teeing ground and putting green of the hole being played; and
b. All hazards on the course.