I am reading Huybrechts' Fourier-Mukai Transforms in Algebraic Geometry, which including the following sentence:
The category of coherent sheaves does not have enough injectives for the simple reason that a finitely generated module is usually too small to be injective.
We know that an $\mathcal{O}_X$-module $\mathcal{F}$ is injective if and only if $\mathcal{F}_x$ is injective $\mathcal{O}_{x,X}$-module for every $x\in X$ (the statement is true at least for nice schemes, e.g. Noetherian).
So, yes, we reduce to the question that a finitely generated module is injective or not. But why it is "too small to be injective"? We know zero module is injective and it is the smallest module... I am very confused...