You are definitely not the only one!!!! I did it and broke the needle off in my finger (I was couching a cord on my project and meandering away).
I had to pull the needle through with the thread attached...gives me shivers remembering.
Hope you are feeling better, I'm actually recovering from another quilting mishap involving a rotary cutter...in order not to traumatize anyone, I won't go into details but my daughter made a wonderful post on my blog about the whole event. ( www.quiltingunderthemidnightsun.blogspot.com just scroll down to about a week ago)