George Orwell on his experience (in the Spanish Civil War) of getting shot:

 Roughly speaking it was the sensation of being at the center of an explosion. There seemed to be a loud bang and a blinding flash of light all around me, and I felt a tremendous shock – no pain, only a violent shock, such as you get from an electric terminal; with it a sense of utter weakness, a feeling of being stricken and shriveled up to nothing. The sandbags in front of me receded into immense distance. I fancy you would feel much the same if you were struck by lightning. I knew immediately that I was hit, but because of the seeming bang and flash I thought it was a rifle nearby that had gone off accidentally and shot me. All this happened in a space of time much less than a second. The next moment my knees crumpled up and I was falling, my head hitting the ground with a violent bang which, to my relief, did not hurt. I had a numb, dazed feeling, a consciousness of being very badly hurt, but no pain in the ordinary sense.