You will generally know an infection when you encounter one. First off, you might run a fever, ven a low grade fever. Second, if the infection is near the surface, there will be swelling, redness and soreness. If the infection is deeper, you'll have a lump of pain deeper in the tissue. Infections get worse before they get better and as a result of the puss build-up, the pain intensifies fairly quickly over a day or two.
Sometimes, a hematoma might be confused with an abcess. A hematoma is internal bruising. These are intensely painful (think 1000mg of sustanon on one thigh) but often spread from the initial site of injection. If you took an empty syringe and tried to draw fluid, you'd get some blood, but not pus like an abcess. A hematoma will go away on its own after about a week, usually they are not messed with (the only option is to drain it).
When in doubt, get it checked out. You don't want to second guess a true abcess. If by day 2 the pain is intensifying, go to the doc. If you don't want to go to your regular doc, go to an Urgent Care facility in the next town and pay cash.