You're watching a horror movie.
The characters are going about their lives, blissfully unaware that something horrifying is about to happen. You the viewer know that things are going to end badly, though, because you know it's a horror movie.
Someone opens a closet - a bloody corpse could fall out!Or they're drinking a glass of water - which could be infected with a virus! Or they're talking to some guy - who's probably a serial killer!And so on.
The effect of this - and a good director can get a lot of mileage from it - is that scenes which would otherwise be entirely mundane, are experienced as scary, purely because you know that something scary is going to happen, so you see potential horror in every innocent little thing.
An expectation as to what's going to happen, leads to you interpreting events in a certain way, and this creates certain emotions.
In a medical context, that would be called a placebo effect. Or a nocebo effect when expectations make people feel worse rather than better.
The horror movie analogy is useful, because it shows that placebo effects don't just happen to other people. We all like to think that if we were given a placebo treatment, we wouldn't be fooled. Unlike all those silly, suggestible, placebo responders, we'd stay as sick as ever until we got a proper cure.
I wouldn't be so sure. We're always interpreting the world around us, and interpreting our own thoughts and feelings, on the basis of our expectations and beliefs about what's going on. We don't suddenly stop doing this when it comes to health.
Suppose you have the flu. You feel terrible, and you're out of aspirin. You don't think you'll be able to make that meeting this afternoon, so you phone in sick.
Now, clearly, flu is a real disease, and it really does make you feel ill. But how do you know that you wouldn't be able to handle the meeting? Unless you have an extensive history of getting the flu in all its various forms, this is an interpretation, a best guess as to what you'll feel in the future, and it might be too pessimistic.
Maybe, if you tried, you'd get on OK. Maybe if you had some aspirin that would reassure you enough to give it a go. And just maybe it would still have worked even if those "aspirins" were just sugar pills...