I got stuck with Cocos needle can it cause a infection?

I've stuck myself a few times vaccinating at the shelter - only once did it get infected.

Ouch. Your main concern is that of what you'd have with sticking yourself with any type of needle - your skin wasn't clean so you could have transfered bacteria in to the wound.

Wash the area and keep an eye on it.

If you cleaned it and put antibacterial ointment on it, I don't think you'll have any problem. I've lost count of how many times I've stuck myself with Cleo's or Sam's used needles over the years. I've never had an issue with them, for what it's worth.