I think it's just like the red lump or bruise you or I might get from having a shot in our arm. It might be sore, but a perfectly normal reaction. It was certainly listed as a normal reaction in the documentation I got when DD had her 2 month vaccinations a couple of weeks ago.

DD was upset for the remainder of the day, but not too badly, slept fine that night, and has been fine since. (What a relief that was - I had been worrying her reaction might be much worse than that!)