I still remember the look on Ginny's face when I tried to nurse her immediately after vax - "Are you CRAZY?? I'm not hungry, that HURT!!" Tricky, because I wanted her to nurse so I'D feel better! She did after a minute or two, just wanted to get her feelings out there first.
Also, I don't know if anyone else does this, but I explained the whole thing to her that morning, and then reminded her of our conversation while she was screaming after. Also falling into the "making me feel better" category, plus good practice for when she's a small child. I was always told to do stuff because mom said so, or we had to, or whatever as a kid, and I like the idea of really explaining things. Lol, I even do it with my dogs! "The vet is going to give you a shot to prevent rabies. It's very important and it'll only hurt for a minute. Thank you for being brave." ^_^
We do this all the time. I think babies understand more than we think (especially tone and such). We have also gotten ourselves in the habit of saying "I'm going to pick you up now" and such, at least the vast majority of the time. It feels a lot more respectful-- she's not a rag doll! Not that we don't discuss inappropriate things around her (will have to tone that down as she begins to understand more and talk!) and talk ABOUT her when she's right there (in a way you wouldn't about a kid or adult over, say, 4 years old. But we do try to let her know what's happening verbally, I guess.