The purpose of acupuncture is that is has no physical sensation. The needles are so thin, your body doesn't register they pierce the skin.
I'm not a psychologist, but I do have many years' worth of personal experience with obsessive/compulsive sensations--I am fighting against trichotillomania and dermatillomania. Both are disorders characterized by a need to do so ritually, and are often just habit--you don't think about needing to pull, you just do it. The need to insert something into your body may also fall under the same category. If you feel any kind of "satisfaction" from inserting a needle, or you imaging that you would.
It hurts when I pull out my hair or pick at a sensitive scab, but I don't derive any "pleasure" from doing so. It's more of a tension-pain; I'm releasing physical stress from my body. Perhaps you feel like the pain distracts your mind/calms your nerves rather than being a masochist. But that's a whole other topic I don't feel comfortable delving into.
Where exactly do you want to insert needles? Is there tingling, itching, or pain? Have you ever been afraid of needles or do you have body modifications? Do you have any pre-existing psychological or physical illnesses, or a family history of mental illness? These are just some questions you will be asked if you are ever seen by a professional.
This is an interesting case, I would try to pinpoint exactly when this urge could have developed. Most impulses, believe it or not, aren't impulsive at all--just the sum of decisions you make triggered when emotional or inebriated.
You don't sound psychotic. But I would suggest getting to the root of the situation before your impulses get out of hand. Which can happen rather quickly. Please, stay safe and don't insert anything foreign into your body without the consent of a medical professional. You may infect yourself or you may have an allergic reaction to a certain metal or alloid from a needle or similar object.
