My son is a type 1 diabetic and I am a support worker for a type 1 child.
I will probably be repeating most of what others have said but maybe it will help... :)
Occationally you will bleed slightly at he injection site if you catch a capillary under the skin. This is unavoidable, perfectly normal and will stop with light pressure though it may bruise slightly. When injecting, remember to ensure you are rotating your injection sites - my son injects his thighs and stomach, you may be just using your thighs. Remeber to use a different leg each time and move around a bit. The muscle in your thigh is quite large so use the space you have! Injecting inthe same place repeatedly can cause fatty lumps to form under the surface of the skin that will effect how your insulin is absorbed, rotating and moving around will hopefully prevent this.
Like a PP has said, prime the needle be squirting two units up and away from you to check the needle is working and the insulin squirts out - we have had instances where the needle has not worked but if the needle had not been primed we would not have known this. Also, (as already said) ensure it is inserted for 10 seconds to make sure all the insulin goes in.
Your needles sound fine for your pen. There are many types of needles and with very similar names so its possible that is why your pharmacist needed clarification.
Absoluetly make sure you are disposing of your needle straight after using it. This is to avoid contamination of the insulin and prevent you/anyone else accidently getting pricked. Also, the needle has been inside your skin and now has your bodily fluids on it, it needs disposing of in the correct manner in a sharps bin.
The pen you are using is fine to be out of the fridge at room temperature during the day - avoid it being next to radiators etc. Store unsused insulin in the fridge. If you need to use a new one, take out of the fridge about 3 hours before you need it as cold insulin being injected can feel uncomfortable. My son uses his insulin faster than you do but I would advise you to mark on the calender when you start using a new one and when you need to start the next one. You may find you have several units left but if you use it after the time stated, it wont work as well and will affect your BGL.
This may not happen with you but I occationally have to be firm with the GP surgery to ensure we have enough equipment - blood sugar testing strips, needles, lancets. He uses between 38-48 per week depending on exercise/hypo's etc and they seem to think a box of 100 will last a whole month! His control of his condition is perfect so we know we are doing everything correctly and what we request meets his needs. His diabetic specialist nurse said being firm is occationally required as GP surgeries often have little knowledge of what level of equipment is required but if you need it, you need it.