My initial thought about flu shots was that "I am healthy and young and my body can deal with winter flu just fine." Also, I did not want to pay for it.
However, one of my host parents in Japan was a doctor, and one day he brought home flu shots for the family. I couldn't really refuse, so I got the shot for the first time. Did I get the flu that year? I don't know. I can never tell whether it's the flu or a cold or something else.
Later, when I got health insurance, I was informed that I could get a free flu shot every year if I so chose. I considered it, and thought, "Well, why not?" And so now I get the free shot provided to me.
Again, can I tell that I have held off the flu better with the shot than without? Not really, but I guess it can't hurt.