Ning,
I was scared before I started Forteo 14 months ago too. I took me 3 compression fractures to give in to taking the drug. The shots are not that bad. I do mine at night before bed and I let the pen warm up for about 10 minutes otherwise it stings a bit. Others do it in the morning. I had fatigue and some weight gain (mostly in the abdomen).
The good news is I just had a DEXA and my bone density increased 22%! I went from -3.5 to -1.9 in my spine. I am glad now that I did it.