First it feels hot, then wet. The body has a hard time processing what just happened to you, and pain isn't the first sensation.

You don't get blown backward like in TV and movies. The bullet goes into you, and you mostly just fall down.

If the bullet goes all the way through you, force of the bullet's exit actually knocks you forward slightly.

Then you go into a momentary a shock. You're confused, in disbelief of what's happened.

Then a combination of adrenalin and fear kicks in. Your thinking becomes very instinctual, simple, and survival-oriented.

You don't feel the wound until a few seconds or minutes later depending on your adrenaline and fear. There are even people who've thought they were unscathed for 30 minutes after being shot.

Then the pain begins. You feel a growing, throbbing sensation emanating from your wound.

The pain can last for a long time afterward.

So try not to get shot: It's probably out of your element.