DS was a 'nibbler' from 3 months on, since he was an early teether and I was his favourite chew toy. I have experienced what you are describing, I think: it felt like he had bruised me, inside the nipple. I would give it a day or two before calling just to see if it gets better, but definitely get it checked out if you are in a lot of pain or it isn't healing. Be careful until it heals that your supply isn't affected: as much as it hurts, you need to let her nurse.
Good luck with the biting, hopefully the yell and removal was enough to teach her not to bite. DS got me really bad at 8 months, and I was bleeding pretty badly. If she keeps biting, I would definitely seek some help so you can keep nursing as long as you both want to!