I had no problems with mine as well. The flu shot itself won't make you sick, however if you are exposed to anything beforehand you can still get sick since your immune system is busy building flu antibodies, and the above poster is right it take two weeks to build immunity so if you're exposed to the flu in that time you can still get it.
The flu shot is safe but the flu can kill - its especially dangerous for pregnant women and those who have compromised immune systems.
Also: t is possible to get the flu in the two weeks after the shot since you are not fully protected and the flu shot is it 100% effective.
I had mine a few months ago and had no problems what so ever