Progesterone injections what's your experience with injections?

This is my 6th baby, but since I have had all my babies early 37,36,34,32,&31 weeks doc has now put me on weekly progesterone injections. I just had my first injections today. It wasn't too bad of pain in my butt!! I really wanted to know what to expect with side effects? Tell me your experience please. Thank you and happy and healthy pregnancy to all of you wonderful women!! 💗