When you aspirate, if the pin is not stuck in a vein, you will get air. This is normal. It means you are clear to go ahead and inject without worrying about injecting into your bloodstream. Looks like you did everything right, although there is no need to pull out after getting the air in the syringe. Just push it back into the muscle.

As for the effects you are feeling, it is most likely in your head.

-moto