Mini-implants are auxiliary devices used in orthodontic treatment, usually small in diameter and length. They are placed in the jaw under a little local anaesthetic at a specific spot, where they can be connected to the braces with an elastic or a wire to help with a particular tooth movement. The most unpleasant side effect a patient can expect from a mini-implant is that it loosens, becomes wobbly or, in rare cases, falls out. The discomfort caused by a loose mini-implant is mainly mild soreness of the gum and the need to screw the mini-implant back in. For the patient, this means an extra appointment and another local anaesthetic. Nothing else unpleasant should be expected in this case.
This answer is for general information. Your own case needs an examination by an orthodontist.