What happens when you get a flu shot right after you have a epidural? I forgot I had to wait 2 weeks after the epidural and got it today, 6 days after epidural. What could I expect to happen?

Diminished response. If you had an epidural injection for pain mgmt then most likely you received a steroid. There will be some systemic adsorption of the steroid. Steroids will in general blunt the bodies immune response. Therefore you might expect some diminished response to the flu vaccine potentially.
Nothing . Nothing bad will should happen to you. That is a caution that is given, but there should not be any problems. If you do develop any symptoms such as fever, feeling flu-like, or weak then get seen, but it is very unlikely that this will be a problem.