If you haven't died by the day after you should be fine:)
Was it a stabbing pain or a burning pain?
Stabbing pain, might have hit a nerve. Burning pain I have got that before with a new product that I hadn't had before(primobolan). It freaked me out at the time, cause all my other shots had been painless during the injection(even if I got post injection pain).
Keep an eye on infection just in case. Its probably nothing to get worried about, unless it happens every time you inject,