Due to the anabolic actions, this is typical (with or without your exercising to further capitalize on that). It is not just your muscles increasing in mass, but nearly everything else as well... such as ligaments and tendons (though even your bone mass will also be affected). They will thicken, they will therefore be a bit short until they stretch back out (this will be slower than their rate of change, initially). The informed consent I signed cautioned against strenuous activities for up to two years because of this factor (there are increased risks of ligament and tendon injury). While that is going on, you MAY succumb to aches and pains. I certainly did, but not everybody does.
The worst of it as I recall were my back and neck (my larynx got really large very fast... pushed everything out to the side and a bit behind it; I didn't have full range of my head for a while. I'd pull things in there awfully if I moved the wrong way too fast for months). Everything in my extremities felt too short for more than six months. And I have to say, great as it otherwise was, I wasn't too thrilled about losing my shoes due to going up a size within 3 months either (I'm damned poor, feet already so wide the only ones I can wear off the shelf apparently are $60 DC's, so that really, really sucked) and yes I had some aching there as well. But nothing legitimately agonizing.
Did not, however, experience the "vein pain", I haven't the first inkling what that might be about. Albeit, I'd have to think they also would need to stretch a bit (capillaries especially).
That said, listen to your instincts. If you feel something really is not right, go to your doc.