Pins and needles is not good. It is usually a sign of nerve irritation. If you ignore it, you may be up for a long recovery, so whatever you are doing, it's better stop it.
I got some carpal tunnel symptoms (pins and needles in 1-3 fingers) couple of months ago from using too much force and wrist motion in practicing legato passages (I have long fingers and my piano is quite heavy to play between the black keys). I learned my lesson and now I stop at the first sign of tickling in my fingers. I seem to have a tendency to use too much force, probably due to my piano. I need to get it fixed.
Also I sometimes get pins and needles on the 4-5th fingers, which is from my structural neck problems. That is something I just need to live with and try to exercise more.