When you get stabbed, all you really feel in the moment is the attacker's fist hitting your body while the blade enters the flesh. It will feel like someone punched you on the back/shoulder/whatever. If a lung gets punctured, you will feel that something is wrong rather fast. But yeah, if nothing "important" is cut, the character in the scene might be confused at first, and as they turn around react frightened when they see the bloody knife.