Hi. I had two injections for my hip arthritis. They didn't hurt at all. The first one helped for a while, but the second one did not. I am recovering from a total hip replacement (less invasive posterior approach), and I am doing well.
Your two take home messages are... Don't be scared of the injection; it's not bad at all. Also, if you ever need hip surgery, the new procedure is way better than the old way. You're probably not close to needing surgery, but just something to keep in mind.