I used the wrong needle :'D

So today was my first time injecting testosterone. I may have forgotten the step to switch out the big needle you use to insert the testosterone into the syringe with the needle that you put into your thigh. Long story short i stabbed my thigh with the big needle and the pharmacist says it's fine but I can't forget that loud pop I heard.

I feel really stupid and I can't stop laughing out of stress. Anyone done this before and if so any advice? ToT

Blood stopped immediately and I don't feel any pain. I'm just absolutely freaked out.