There are side effects but they are rare. It is very unlikely that you will be reminded that you ever got an injection, but you will be immune (in absolutely most cases). In most cases I would suggest you trust nature’s design, our bodies are amazingly complex and still function better than most lawn mowers. However, nature also made bacteria who are great at infecting and overcoming immune systems. Vaccines are effective against many bacterial, and some viruses. A vaccine is not abolishing nature’s design by the way. Vaccination gives our body’s immune system a “clue” so that it can detect pathogenic markers (certain proteins, surface-sugar markers, cell membrane fragments) as soon as they managed to get across the primary barrier. These vaccines are great and scientifically shown to be effective. However, vaccines are being improved, making them safer and more effective. There is a vaccination concept using harmless bacteria that could be used to vaccinate against HIV. Vaccines could even stop bacteria in our nose by using bacteria that are already present. This is no magic, but using nature’s design.
Cheers!