You did the right thing in pulling out and changing spots. You don't need to pull a plunger full of air, just enough to see if you're in a vein. Should be obvious how much you need to pull back. You will go through veins sometimes it's not a huge deal. You should be rotating multiple sites so you won't damage spots too much. If you hit a nerve you'll know it, but again it's not doing much harm to the body and things will heal over time.