Did your doc specify when to use the epi-pen and how to use it? Did you get a trainer pen with your prescription?
There are a number of videos on YouTube about how to use an epi-pen. This is one of the better ones (The pens have changed slightly since this was made. There's a blue flip-top cap now instead of the gray cap that you pull off, and a needle protector. But the technique is essentially the same.):
This 2nd shorter video also has some good info and shows the new style:
The idea of the epi-pen can be intimidating, I know. But if you ever need to use it, you'll be glad that you have it. As mentioned in the video, one good rule to keep in mind - If you ever DO have to use it, you need to either call 911 or at least have someone take you to the nearest hospital. An epi-pen provides only very short-term and temporary lessening of symptoms. You'll need further medical assistance by the time it wears off.
I've had some experience in using them, so if you have any questions, feel free to PM me and I'll do my best to help.