I had a tetanus shot yesterday afternoon and am still having pain at injection site?

Normal. If there is a lot of swelling, redness spreading from the site, or pus draining, see your doctor asap.
Normal. Pain at the injection site for a few days is something that can happen commonly. If you have fever, nausea, vomiting, diarrhea, or drainage from the wound or if the pain intensifies as time goes on, then go see a doctor.