Congrats, man!
So to answer your questions.
Yes, it's normal for it to hurt, even a few days after.
I take my shots on Sunday morning.
That night it's usually fine, but it starts getting sore around Monday afternoon to evening,
Tuesday is usually most sore and than it fades away from there.
And yes, having T leak out when you tug out the needle is normal too.
However if you see it leaking out while injecting, that means that you're not in deep enough, so I'd push in a bit more and try again.
Also, I tend to count about ten seconds out after I'm done injecting before I pull out the needle, it doesn't seem to leak as much when I do that.
I've used 24g and 22g. They both have their up-points. 24g is really thin, so it doesn't hurt as much during or after, but it takes FOREVER to draw the T into it, and FOREVER to push the plunger down while injecting. 22g is thicker, so the initial puncture hurts a little more, but drawing and injecting is faster.
Good luck and enjoy the T!