This paper by Australian researchers showed that when a patient is warned about the side effects of a medication, he is more likely to experience the side effects due to the placebo effect.
In this study, the subjects were give placebo (sugar pills) and told that this was medication for their insomnia. They were also told verbally and in writing of the possible side effects. Unsurprisingly, the subjects given the supposed medication had improvements in their sleep due to the placebo effect. However, surprisingly, 41% of the subjects also experienced the side effects that they were told!
Therefore, when patients experience side effects of medication, it may not be the medication that caused the side effect but the warning itself.
Talking about side effects of treatment has always been a dilemma. It has long been known from studies as well as personal experiences that warning patients of the side effects often lead to patients experiencing the side effects. Yet, as doctors, we have a responsibility and obligation to educate patients as best as we can and to facilitate informed consent.