Apparently it was his hand and he returned to the bench after receiving treatment.

Galeforce posted this article from the St. John's Telegraph at the official forum:

 

With blood on the ice and Budaj quickly casting off his blocker, initial suggestions were that he had suffered a cut to his right hand or forearm. However, later reports indicated Budaj - who had made eight saves on eight shots - had been cut near his eye

 

http://www.thetelegram.com/Sports/Hockey/2014-10-10/article-3899639/IceCaps-drop-opener-in-OT/1