Well, a few things could be the case...
A. You missed part of the shot, but not all.
B. You missed completely
C. You didn't miss at all, and your injection site is just irritated. (Sticking a needle in your arm can do that, especially if it's not a new needle, or if the area is particularly sensitive. )
Missing a shot of Herion will still get you high. Some people miss on purpose. (Skin popping, or IM injections) Slower onset and less rush are the main clues that you missed. Also you can feel a slight burning sensation sometimes when you miss.
Edit: sometimes the needle can slip out of the vein and youll register, but then when it slips out you end up missing anyway. Push the plunger slowly and half way through pull back again to make sure your still in the vein