Blood in the cannula and infusion set tube

Hello everyone.
I am new to the insulin pump, in specific the medtronic minimed 670g.It is the first time that it happens to me that when changing the infusion set, when inserting the cannula came blood and it shows that it reached to be slightly returned through the tube, the question would be if it should change that set or so it works ... the pump does notIt has issued a sign of obstruction.Thank you.