Sore glutes is one thing, but I don't think experiencing pins and needles is ideal. If that is still going on, I would recommend taking short breaks from sitting on the rower and do something else, like going up and down the stairs or running around the block, to keep your heart rate up but avoid pinching a nerve or whatever is going on to give you pins and needles. As your technique and rowing-specific strength improves, you should stop having this issue and then you can stay on the erg longer at a stretch.
Something like Pilates is good, definitely work on your core and glutes.
A thin seat pad definitely helps.