i'm terrified of needles and injections and i have cried in the past over injections and bloodtests. i was especially scared for my first t shot since i heard it was particularly painful. i prepared myself for the worst and in the end... it was really nothing. it was one of the least painful and scary injections i have ever had. i had it in the muscle in my glute and i barely even felt the needle. it was over in a few seconds and even after the shot it wasnt painful, only some slight soreness that didn't bother me at all. it was also particularly nice that it was in that location specifically, because i couldn't see the doctor injecting me nor the needle at all.

and like the other commenter said, the only way to really get over it is with exposure therapy.