My friend gave me a “Wellness shot” and now I feel soooo good. Why is this illegal?

I have generalized anxiety (along with the rest of the world lately) and my friend gave me a “Wellness shot”. I don’t feel like he handed me a bag, so I’m assuming that these were already pre-made. It was a little syringe. I guess we’ll call it half a ml. I’m wondering what it was. I feel soooo good. I hope it doesn’t last not much longer, because I won’t be able to sleep. I’m wondering if this is illegal.