Yeah, I remember those first weeks of shots: they itched and burned like the dickens! I agree, it gets better in time.
Not to put a damper on anything, but I went off Copaxone about 5 weeks ago. I feel so much more alive now! It slowed me down mentally and physically. I ached a lot too. Just some things to be aware of. Someone else said they felt worse going off Copaxone, so it might just be me.
Anyway, congrats to you, Robin, for taking charge and getting started. Good for you!
Oh, are you using the AutoJect? I found I experienced fewer unpleasant side-effects once I self-injected.