As said Steff, always change your needle, as I'm sure you do. Also, your skin will go a bi hard if you re-use the same site too often. You can try some moisturiser maybe and rest the bad areas for a while.
Other than that, it's not the most natural thing in the world to do, so don't worry if you feel a bit aprehensive now and then. It's a bit like bungee jumping. There's something about it that's just that little bit odd, but still we do it (injecting, not bungee jumping - well, maybe once) 🙄
Rob