When skin is penetrated. Start of activation of heat, redness, swelling, and pain.
When the skin breaks open, injured tissues release chemical signals (histamine, kinin, prostaglandis, cytokines, etc...). i.e. histamine is a vasodilator so arterioles increase in diameter so more blood flows to injured site and redness and warming take place. Histamine increases the capillary permeability making the vessels leaky and swelling takes place. Swelling puts pressure on the nerve ending causing pain. Diapedis of the WBCs begin.