Hi kirsteenatom,
How you treat PN depends on what's causing it, or at least that's my understanding of it. More information here:
Peripheral Neuropathy Fact Sheet | National Institute of Neurological Disorders and Stroke
I have MS, osteoarthritis and diabetes. My PN symptoms are probably diabetes-related.
For me, exercise seems quite helpful. I also try to avoid constricting clothes like socks that bind. I wear diabetic socks--they're pricey but much more comfortable than regular socks.
But what works for one person may not work for another.