Some of the side effects are:
Skin reactions like irritation, inflammation, soreness, etc... Allergic reaction to the cortisone. Skin discoloration, thinning of the skin, or shrinkage. Tendon ruptures or weakening. Sweating and insomnia. Elevation of blood sugar in people with diabetes. It can lessen the body's ability to fight infections. Easy bruising. Weight gain. Elevation of blood pressure. Cataract formation. Thinning of the bones.
They are not extremely common though.
Ask your doctor (and don't wait until your just about to 'drop your drawers')...
Seriously, there are a lot of indications for (and types) of steroids.
A site like dr*gs.com will give you some ideas, but it is best to have your MD explain.
I already had it...she just assumed I had had it before. Didn't ask, just did it...it was in my knee...