Cortisone shots are generally accompanied by an anesthetic such as Carbocaine or Lidocaine. This deadens the area and indicates where the shot should be placed (the pain will go away about an hour while the anesthetic works). Most people who have reactions or allergies to cortisone really have the reaction to the anesthetic agent of the epinephrine (adrenaline), which may be in some forms of the injection. Epinephrine can cause tachycardia (rapid heart beat) in some patients. For others, the sight of a needle will cause this reaction and the feeling of being faint is often misinterpreted as an allergic reaction.
Addiction to cortisone was the subject of the 1956 motion picture, Bigger Than Life , produced by and starring James Mason . Though it was a box-office flop upon its initial release,  many modern critics hail it as a masterpiece and brilliant indictment of contemporary attitudes towards mental illness and addiction.  In 1963, Jean-Luc Godard named it one of the ten best American sound films ever made.  John F. Kennedy needed to regularly use corticosteroids such as cortisone as a treatment for Addison's disease . 
Cortisone is active primarily as an agent for the rapid conversion of proteins to carbohydrates (a glucocorticoid ) and to some extent regulates the salt metabolism of the body (a mineralocorticoid). The therapeutic dose, however, when used as an anti-inflammatory drug, is much larger than the amount normally present in the body, and the minor functions of the hormone become exaggerated, leading to edema (swelling), increased gastric acidity, and imbalances in metabolism of sodium, potassium, and nitrogen. Continued research has resulted in drugs in which the glucocorticoid activity is enhanced and undesirable actions are practically eliminated.