12 weeks 4 days today, expected to start progesterone shots in 4 more weeks

I’m high risk with this pregnancy because my youngest (5 years old) was born at 33 weeks. So far everything looks great, my cervix is the length it should be for the stage I’m in. My perinatologist said I’d have to start the shots at 16 weeks. He made it seem like no big deal actually. I asked him who would administer it and he said I would...it’s just a weekly shot in the arm now. Anyone have experience with this? What was it like for you? Any tips? I’m not afraid at all...anything to keep this little boy growing is what I’ll do.