Depending on the brand and type of test, shots can be very painful at first. Some guys handle them better than others. This is most likely not a problem, but just the reaction to having taken your first injection. Over time, it gets better. Be thankful you didn't decide to use test prop for your first cycle. It would probably have been much worse. I get guys telling me that they can handle pain and want to do prop for a first cycle, but until you have experienced it, you can't know how bad it can hurt. I remember some early shots of sust feeling like I got hit with a bat. As long as you don't get a fever or see the site begin changing color, you will probably be just fine with time.

So you were taking 500mg EW, as you took 2cc at once. From here forward, I would always split your wkly dose , 1cc 2x wk. This keeps hormones more level. For your future shots, you may want to get some sterile injectable oil from the net and cut this gear with it. If it is super painful, you might want to take 1/2cc gear mixed with 1cc sterile oil. It can also be slightly heated before injecting and this can help. You dont want to burn yourself, but using a hair drier on the barrel for a few second is long enough to lower the viscosity, making the oil absorb better in the muscle. 

As for the current leg pain, it may take a wk to feel better. If you see it changing colors, getting strongly welted and developing a fever, you should see a Dr ASAP. Other than that, it's just a matter of waiting. A heating pad will help to bring blood, which will carry away the depot, as it breaks down. I also find that wrapping with an ace bandage helps to relieve swelling and local plan. Also, NSAIDs