One of the many weird things about pain is that there are two different paths that acute pain travels through in the central nervous system.  The fast system works basically immediately for things like pricks.  The other is much slower, though not massively so, there's enough time to think.  Although I learned this in school, the only time in my life I knowing experienced the slow pain was when I managed to solder myself while I was building a board for a robot at MIT.  I could see the seared skin on my finger & had some (no doubt exaggerated in my memory) time to look at it and think "this is really going to hurt, isn't it?"

I'm reminded of this every time I'm in a pretty good mood in the evening and am wondering why & realise that some critical part of my body hasn't realised that Will isn't going to be there tonight when I get home to bed.  That is, I'm reminded of this about twice a month.