Your pediatrician will have information sheets about vaccines and their possible side effects. They're supposed to provide them automatically, but sometimes you have to ask. In my experience, it's better to get your child vaccinated, rather than worrying about the small percentage chance of something going wrong. As long as your child doesn't have an allergy to anything in the vaccination, the risk is small. And the benefits are huge!
Edit: If you're worried about pain at the injection site, ask your doctor about a topical anesthetic at the injection site (it's given 15-30 minutes before the injection). Not all doctors will do this, but it's worth asking about. I never did it with my sons; they were more than comforted with the stickers and lollipops they got afterward. *grin*