When giving injections...mostly intramuscular... before the plunger is pushed, the nurse is supposed to pull back slightly to see if blood comes into the needle. If it does, the needle has to be repositioned, because shooting IM drugs into a vein or little artery can be dangerous.

I thought some insulin injections were similar, esp if the person does not have alot of buffering fat to go thru. The Pens of course you cannot pull back. But using a traditional needle syringe it is maybe more likely?

This blister thing seems odd to me. Is the fluid clear? or cloudy?
I'd just keep it clean and keep a sterile pad or band-aid on it so when it does break it will go into the pad. (and bacteria won't get into it.). How big is this thing? How big is the blister?

Could this be a bug bite gone bad? or a spider bite?