Moreover there haven't been any long-term studies... There is a very very small chance that something strange happens [0].
> Am I crazy for being nervous about taking an mRNA COVID shot?
You're not crazy, but you're probably being unreasonable. The "gut-feeling" likelihood of something strange happening are very very low.
[0] one mRNA-specific example, and one "new investigational drug" example: 1. the mRNA could somehow retrotranspose into your DNA, and cause problems. It's not seen in the lab but that doesn't mean it doesn't happen in vivo, it could also depend on what active retrotranspons you have inside of your cells. 2. the antigen could accidentally elicit an antibody response that activates an oncogenic receptor and increase your chances of getting cancer.
I think it's important to note that these are plausible mechanisms and are probably untested/untestable at the scales that matter when you're delivering to millions of people. But plausible does not mean significant. Every time you put something in your body, whatever it is, if it's food from the grocery or that new whiskey that hit the market, you're taking on risk. And keep in mind how convoluted a mechanism it takes to get to the point where it's something risky.