Hi,
I did Avonex before Copaxone. I found it is best to start with 1/4 of the dosage, if your Neuro permits. Then go to 1/2 a dosage, when ready. Then up to full dosage.
This way you see how your body tolerates it. Some people don't get the flu, some pre-medicate, or medicate every few hours. Maybe pick a day of the week when you will be staying at home, so you can treat any symptoms you get, if any.
The needle is intimidating, but truthfully, injecting into the muscle, never gave me a skin reaction. I learned to dart it in, if that helps you. Count to three, and just do it. It is over quickly.
It didn't agree with me, but so many people have no problems with Avonex. I hope you are one of them, and that it helps you. Good Luck.