I've never had any side effects from a B12 injection but they are possible. Perhaps David might have more information on dosage and the type of B12 injection and if its possible that those factors may or may not increase ones risk of side effects.
Vitamin B12 (cyanocobalamin (injection)) side effects
Get emergency medical help if you have any of these signs of an allergic reaction: hives; difficulty breathing; swelling of your face, lips, tongue, or throat.
Call your doctor at once if you have a serious side effect such as:
chest pain
feeling short of breath, even with mild exertion
swelling, rapid weight gain
unusual warmth, redness, or pain in an arm or leg
Less serious side effects may include:
headache, dizziness, weakness
nausea, upset stomach,
diarrhea
numbness or tingling
pain, swelling, redness, or irritation where the injection was given
fever
joint pain
itching or rash
http://www.drugs.com/mtm/vitamin-b12-injection.html
For more reading here's the forum wiki on B12:
http://www.crohnsforum.com/wiki/Vitamin-B12