Describe the author’s first wound. How does Rat Kiley ease O’Brien’s anxiety about being shot?

From the text:

"Easy does it," he told me, "just a side wound, no problem unless you're pregnant." He ripped off the compress, applied a fresh one, and told me to clamp it in place with my fingers. "Press hard," he said. "Don't worry about the baby."

Kiley eases O'Brien's anxiety by cracking jokes.