I'm on methotrexate....and other things and yes it all very very scary.

I have been on methotrexate for about 2 1/2 years seems to help but I have a lot of nodules in my wrist and fingers

I have for 8 weeks now. Now trying to taper Prednisone, but still some pain and swelling. Might need something added tot eh MTX. Apparently RA is managed in terms of month or week units...hard lesson for my to learn

I started on the metho pills and now on injections. My doc says some people really respond to injections and they are more effective.

If you've just been diagnosed and have just started meds, 4 weeks is not very long to get results. This is a strange disease, and it might take a while for you to get relief. For me, it was almost a year. Methotrexate with steroids and then finally a biologic.
Hang in there. The most important thing is to have a rheumy who will fight to get you out of pain and your disease under control