Veins are the blue lines you can see on yourself. Some of them are quite close to the surface.
If you are trying to kill yourself with cutting veins, it does not work. Veins bleed very slowly and will clot off (stop bleeding) long before you would die.
If you are doing this for self harm, I encourage you to find something else. Even though veins are close to the surface, you can still cut something important trying to get to them. This can lead to severe tissue damage and potential loss of finger/hand use. Please be very careful with where you choose to cut.