Very bad pain after cortisone injection in thumb joint, is it normal?

See details: Sometimes there can be a transient flare secondary to the injected steroid crystals. Apply ice to the area and give it a day.

Sometimes normal: This will depend on when you had the injection, when was the pain and for how long. Cortisone has a crystalline structure and can irritate the joint lining when injected. Typically this will occur in the first 24-48 hours after the injection is given and will usually resolve on its own. Persistent or continually worsening pain beyond this can be concerning though.