Usually the first few injections are more sore and things settle down as the body adapts.
Further, I would encourage you to rotate around to many different injection sites and find where your body tolerates best...it can be injected anywhere - subQ or IM (not intravenous) and everyone tolerates it differently in different locations, really no rhyme or reason other than we are all unique.
If that doesn't cut it, try cutting down the volume injected.
All the best!