The Flu shot takes about 2 weeks before you have any protection. Just because you got the shot, it doesn't mean you won't get the flu, but often it means if you do get sick it will be not nearly as severe.

Being diabetic, I get the flu shot every year. I got mine back in September. My last doc visit in mid November, I got both the Tdap and Shingles shot--other than some slight soreness from the Tdap, I had no issues.