I have some experience of injecting myself, so I can seriously recommend icecubes over the intended injection site first (numb it well - put the icecube in a plastic bag first or you'll get very wet!). If you are on clexane (an anticoagulant which I was on for 12 weeks, and is horrid, having really blunt needles, I swear!), then don't ever rub the site afterwards, as that makes it guaranteed to bruise. I suspect that's the same for all blood thinners.
Another recommendation is to alternate the sides you inject on - that way if there is still some soreness from one evening's injection, you won't make it worse.
You do get used to it, but I was glad when I was able to stop!
Anyway, you said you felt knackered and needed upper body strength, so think of this as the perfect opportunity to get that training in! (just don't go falling down any stairs and break the other leg as well)