The placebo effect is one of the most mystifying phenomena in medicine. When we expect a pill to make us feel better, it does. If we see others get better while using a medicine, we will too.
But the placebo effect has an evil twin: the nocebo. It can kick in when negative expectations steer our experience of symptoms and create side effects where none should occur.
This means, incredibly, that you can get side effects from a sugar pill. And sometimes these side effects are so severe that patients drop out of clinical trials. More info here.
Recent evidence suggests that the muscle aches might be a big nocebo.