Experiencing a little pain after being administered a shot, generally, is not something to be worried about. The pain is attributed to the fact that the human body has recognized a foreign particle that intravenously entered our system and is working to develop immunity against the particle to stop it from making us ill. However, this is not the only factor of why show shots can cause pain.
How much a shot hurts depends on the location to where your received the injection. Was it in your arm? Right Leg? It can also depend on the contents that make up a vaccinated injection and your behavior towards receiving a needle. Additionally, receiving bigger needles as opposed to the traditional small needles can hold more pain.