Insulin will make you gain weight if your diabetes has been uncontrolled no matter what you eat. I had uncontrolled diabetes for few months and lost a ton of weight (and I was eating horrible foods). When I got my sugars back on track I gained weight on a 1400 calorie, reduced fat diet for about 3 months (I gained about 10 pounds. I've lost half of that so far, but it took a while for the weight loss to kick in). What will also make one gain weight on insulin is if you DO eat high carbs you have to inject a lot of insulin and an abundance of insulin will store fat, so you won't be able to lose very easily. Often people starting insulin will gain weight because their diabetes is better controlled (or actually controlled). Basically you have to watch what you eat on insulin because your body will be able to process it better than it did before so your cells are getting more nourishment from that food than they would've before.
As for the bleeding: I find I experience the bleeding when I hit a site that hurts a bit when I'm injecting. When I find a good site I find I don't feel a thing. How are your injections feeling? If you are getting any pain, it's most likely not a great place to inject. I've been injecting so long that I know which sites will hurt and what ones won't, but I still get surprised (and sometimes I don't feel pain until I start to depress the pen and the insulin going in hurts). Sometimes I will get bruises. I don't want to scare you though, because once you get the learning curve down it's not bad at all. Just know all this stuff is normal!
You shouldn't be injecting your insulin into muscle. How are you injecting? I was always told to "pinch an inch" and pinch an inch of the skin and inject the needle and then depress the pen top. I find this works well. The few times I have injected into muscle it has been quite painful and I found the insulin wasn't as effective (that might just be me though). How short are your needles? I use the 6mm ones and they're AMAZING. My dad uses 12mm ones and I find they are harder to get in unless you have a very steady hand, and even then I find I have issues with bruising because the needle will jiggle around a bit.
Let us know how you're making out on your insulin