Reta might be involved, though the anticipation effect from your mind expecting pain could also play a part. Mild skin sensitivity is a recognized side effect for some users, not extremely common but reported often enough. I've felt it myself. Several people have said online that it faded after a couple of weeks.
I've been injecting peptides every other day since May and felt nothing at first. After a while certain spots started to sting on injection, but once I began reta a few weeks back the needle now stings the moment it nears my skin. I have to poke around to locate a painless spot. Could reta be responsible, or maybe the other compound I added last week?