If we're being incredibly generous with dates here, written language did not exist until around 3500BCE. let's say 5,000 years ago just to keep things neat. Spoken language obviously is older, but written language is what we can go on.

Needles, meanwhile, are 10x older, starting around 50,000 years ago if not more. Specific words for needles are yet younger than the age of writing. The English word "needle" can get back to about 4500BC if estimates on proto-Indo-European are correct. The Arabic word for "needle" is probably a little bit younger. The Old Chinese word is yet younger (probably).

All that to say, we didn't say anything (that we can know) before the invention had pins and needles. Needles pre-date all written records of language by 45,000 years give or take, and while language was most likely in existence before then, we can't possibly know what they would have said for that sensation, assuming they had a word/phrase for that sensation to begin with, which we also can't really know.

An unsatisfying answer, maybe. Sadly it's all we've got.