anyone been on prednisone and have advice on its side effects?

I have reactive arthritis and was given a shot of prednisone 5 weeks ago. It didn't seem to help much and tomorrow (when I FINALLY see my rheumatologist for the first time since leaving the hospital) they're going to want to give me a second shot but after reading online about the drug I'm not so sure I want it. I'm not overweight, 5'9 and 155lbs, but I've been careful about my diet and jogged regularly to stay that way, now that I can't work out at all because of the arthritis I'm terrified of taking a drug that can cause thyroid suppression, muscle and bone breakdown, and general weight gain. Am I nuts if I choose to stay in more pain rather than gain weight?