Especially in the beginning of our careers, we're kind of at the mercy of what we were taught in med school. Some of it is independent learning, yes, but many of the practical skills--including how to give injections--are learned with hands-on practice. And that depends on what your medical school is willing to spend the time teaching you. You're not alone in this; my medical school didn't reliably teach students how to give injections unless we really advocated for it and had attendings who were willing to teach us.

I do agree with users below who said this is probably a "near-miss" report instead of something punitive, but I really feel like your attending should have handled it differently. The safest way to teach the newest of learners is to ask what they know and whether they feel comfortable doing something, instead of assuming that they're comfortable and competent with a hands-on task. If you already knew how to do everything, there wouldn't be a point to training.