Epidural! ?

We're pregnant!!! I'm so excited this will be my first blessing. But I'm super scared about the epidural. My concerns are the side effects. I have friends who got the epidural and when cold weather comes around they complain of back pain to where they cant walk. As of right now I'm anti -epidural but who knows when the time comes. Can anyone share their experience without the epidural, and does everyone have pain side effect after the epidural!