In my case, I was unaware I had been shot. I had assumed that it would be an immediate and intense pain, based on movies. Realistically, I thought I had someone else's blood on me. Then I thought I had ripped my uniform. Then I thought "Huh, how did I get this cut that seems to be bleeding profusely?" then I finally, after a second, said "Oh fuck, I've been shot."
And it hurt like a son of a bitch during the recovery. But I wasn't thrown on my ass. I didn't sit there clutching my wound or any of the war movie tropes.
Honestly, I felt woozy but chalked it up to adrenaline at the time.