It's fine. When you screw on the needle the back of the needle goes past the rubber on the penfill, making it impossible to inject the bubble.
Not a problem. You'd be throwing a lot of pens out if you tossed them because they had a bubble in them.
Please don't fret I believe what you are seeing there is a "Mixing Ball", most of the manufacturers use a tube that can contain either cloudy or clear insulin rather than have specific tubes made for each, my Novo Rapid tubes have these balls as do my Insulatard ones.