Hi,
It's perfectly normal to bleed when changing a cannula, theres lots of little blood vessels everywhere so it's likely to have a little.
Some people report what they call 'Gushers' which involve squirting blood when removing cannula's, i haven't experienced this, As you will know some people bleed easily than others, if you bleed well when glucose testing you'll probably bound to see more blood, especially in warmer weathers when your vessel's naturally move closer to the skin surface to maintain body temperature and to cool down.
Usually if i have one that bleeds alot more than usual i keep an eye on the site for a day or two. I recommend you do the same, if you notice it's red and sore and doesn't seem to be going down it's best to see your GP for some antibiotics to prevent any possible infection. I've also never had to do this either so i think it's quite rare.
Sometimes when inserting a cannula i will feel it's a sore spot and move somewhere else, in some cases i've already peirced the skin and it will bleed a little, sometimes it won't bleed at all. Make sure your not hesitating too much, going in at the right angle depending on your set too.
Sometimes if i pull the set out wrong i can sort of nick the skin which causes it to bleed a little.
Here i am nattering away again haha.
Best of luck