Anecdotes are not data.
A cold does not equal the flu.
I have friends who got the flu shot and said "I got the flu from the shot". I asked what their symptoms were, they were sneezing and sick for a couple days. They caught a cold, not the flu.
Most people have never had a full-blown case of flu, because most people have some partial immunity to each year's seasonal flu from past vaccines and past exposures.
They have not been prostrate in bed for days, feeling like they were going to die. They have not gotten pneumonia or been placed on a ventilator. They have not seen pregnant mothers in the intensive care unit for a week with the flu. They have not had to helicopter out flu cases to large hospitals because the community hospital's ICU is full from flu cases. They have not watched little kids die from flu.
Influenza is not a cold, it's not an annoyance, it's not something where you take some Sudafed and go to the movies. Flu puts you down and out for a week (hopefully at home, maybe in the hospital).
The medical community has been its own worst enemy with infectious disease. Vaccination, treatment, and infection control or so good in first-world nations that infectious disease is an annoyance, not a life threat. Society has lost its understanding of how serious infectious disease is.
In prior generations, every family lost someone young and healthy to infectious disease. Nowadays, almost no one knows someone who died from the flu, polio, rubella, whooping cough, smallpox, tetanus, and any number of other infectious diseases. We have lost our understanding of how dangerous these things can be.
You absolutely cannot catch the flu from a flu shot. You absolutely cannot contract a full-blown case of flu from nasal mist. You may get a minor sinus infection going for a day or two, but most people do not even get that.