Have you still got a sharp pain now? If it was me I'd call the nurse if poss to ask for advice as her comment about hitting a nerve wasn't very helpful. GP if you can't talk to the nurse.
I had my first one fitted almost three weeks ago for HRT. I was told by the nurse to expect some pain and cramps and bleeding, so when it happened it didn't seem as bad as I'd been anticipating, if that makes sense? I'm still getting minor cramps, like period pain, on and off, and have had a light bleed ever since, so I'm interested to hear how it goes for others. I don't have sharp pain, for me, that would be worth getting checked out straight away.