We present magneto-Raman scattering studies of electronic inter Landau level excitations in quasi-neutral graphene samples with different strengths of Coulomb interaction. The band velocity associated with these excitations is found to depend on the dielectric environment, on the index of Landau level involved, and to vary as a function of the magnetic field. This contradicts the single-particle picture of non-interacting massless Dirac electrons, but is accounted for by theory when the effect of electron-electron interaction is taken into account. Raman active, zero-momentum inter Landau level excitations in graphene are sensitive to electron-electron interactions due to the non-applicability of the Kohn theorem in this system, with a clearly non-parabolic dispersion relation.