I've been getting the injections for 4 months now and the main side effects I've experienced are fatigue and injection site pain. Two great tips I learned from one of the nurses that gave me the injections are:
1. Apply heat or ice to injection site to reduce soreness in that area. It doesn't matter which you use, the results are the same.
2. Because the drug is oil based, massaging that area the first couple of days helps break it down and absorb into your system.
I hope this helps, good luck!