Injectable steroids can cause generalized inflammation. I'm pretty sure thats what you're dealing with. Irritation can be worse when the site isn't used to being injected. Delts are a smaller muscle group and less room for the oil to disperse. If you are new to injecting delts, you were smart in using a smaller volume of oil. I wouldn't go higher than 1.5cc in a delt. Glutes are a much better place for shots, but of course, for guys doing EOD injects, you have to use more sites. I normally will inject a site no more than 1 time a wk. Because of this inflammation, I would obviously give it longer to heal. 

If you find that it is getting worse over the next several days, you may have more than just inflammation, but I wouldn't be worried at this time.