If this is your first cycle, your muscles aren't used to gear. It will get better with time. On my first test e cycle I experienced this. By the fourth or fifth injection the soreness went away. Try a different site. I wouldn't inject where you are already sore.
If the injection site is red and hot then you probably have an infection and should see a doctor.
Most likely, if you are keeping things clean, your body will adjust. It could be crappy gear also, but I haven't had bad stuff yet so I'm not too sure what that's like.
I'm on my second cycle now (test/deca) and I haven't had pip.