You should be fine, it will go away in a few days. If not gone in 4-5 more days go to the doc.
You just didn't inject deep enough into the muscle. I use a 22 gauge 1" needle for everything but glutes and I never have any problems. 1.5" for glutes unless your under 10% bf.
Try injecting into your outer quad, I do it 80% of the time and it's easy to handle by yourself, and no pain what so ever.