I'm glad you're not finding the transition to difficult.
As you've no doubt found out, the actual 'injections' are pretty easy to cope with. I always had a problem with needles and injections, so I dreaded the idea of having to inject myself. Amazingly, no one thought to tell me that insulin injections are not like 'normal' injections - I had imagined a proper syringe and finding a vein. It wasn't until the day I collected my medication that anyone showed me an insulin pen.
So - for the benefit of anyone who fears they might end up on insulin and doesn't know this, the needle is about 1cm long (there are different lengths) and is fine enough that most of the time you don't feel it going in. I fin that if I don't change the needle each time (you're told too) then it gets blunter and will start to hurt a bit. I also find that my Lantus insulin (long acting) can sting a bit - but this is the lantus and not the needle. The fast acting doesn't sting ever.
One thing I would say Weaver, is rotate your injection sites from day one - don't get in to a bad habit of always injecting in the same place. You'll end up with lumpy skin as I know from experience. It's not inevitable if you have a wide variety of spots (usually anywhere you can pinch together some flesh).
That's probably all obvious but I didn't want anyone sitting there thinking that they'd end up looking like a scene from Trainspotting..
S