I have them weekly and have for over a year. Usually my head is very tender for 2-3 days. I usually lie on the couch with an icepack under my head for relief.

Not sure about the fluid though...there is a chance of infection, as there is with any injection. Do you have a fever? If you're concerned, you can always see your GP if you can't get in to see your neuro, or you may try calling your neuro's office and asking them...