A It makes sense that you were injected in the cheek area first. Over time as we age, collagen production slows down, which results in the face looking slimmer and more angular (vs. full and perky when we are in our 20s). In addition, as a part of the natural aging process, we also start to lose subcutaneous fat in the face as the fat pads in the face begin to shrink. This further contributes to the face appearing slimmer and less voluminous. When we lose volume in the cheeks, our cheeks start to sag, which contributes to nasolabial folds, marionette lines, etc. By injecting dermal filler directly into the cheek area, you are providing volume to that area where volume has been lost over time. Adding volume to the cheeks with filler "lifts" the cheeks and in turn, nasolabial folds and marionette lines appear smoother. Once you've corrected volume loss to the cheek area, then you can begin to fill nasolabial folds and marionette lines directly.
Soreness in the cheek area is definitely a normal post-treatment side effect that will dissipate over the next several days. A headache can also be normal. If these symptoms worsen, call your physician for advice.
Hope this helps!
