as a long term insulin user (20+ years, t1) I would say, it's really not so bad. I think often doctors get t2s unnecessarily nervous about insulin injections... sort of, 'if things don't get better you'll have to Go Onto Insulin!' as if it's the worst thing in the world but please don't worry too much.
If you do have to start on insulin, HLW's advice is v. good, see if you can have a go on some pens to see what works. Unfortunately many insulin manufacturers nowadays make pens that ONLY fit their particular brand of insulin, so you sometimes get stuck with a particular type of pen. But the lack of feeling in your fingers shouldn't be a problem with using pens. I still have feeling in my fingers, but I have in the past prepared and used my pen while wearing heavy wool gloves - no problems - so it should be fine.
Good luck and do tell us how you get on.