Ya you could try warming it up... It might just be your way of reacting to it. Everyone is different. I'm on a cycle of Test Prop and Tren Ace (didn't start the Tren yet) and I heard a lot of stuff leading up to the start that Prop was painful and it was a pain in the ass to do EOD injections. I'm not taking anything away from anyone, cause I could feel the stuff, but it wasn't anything like some folks made it out to be. My shoulders ( i guess they're used to injections?) are painless, period. My ventro sights are alittle sensitive the next day but not noticeable unless i'm concentrating on it. Like I said everyone is different, you'll probably get used to it and won't even know ur injecting afterwards.
I've used Test E before and it left a lump and hurt a little but went away as the cycle went on. Good luck and happy training...