The Immune System

One thing we know about the immune system is that when it encounters in invasive microbe, it has a variety of ways to neutralize it. Your body may send white blood cells to engulf and destroy it. It may create antibodies that attach to the microbe to block its action or tag it for destruction by other cells.
Maybe you will start sneezing, or your nose will start running to get rid of the invader1 before it gains a foothold. Or a variety of other reactions may occur.
Most often, the initial response trains the immune system to quickly eliminate the infection in the event it is encountered again at a later time. Vaccines attempt to alert your body to a potential pathogen, while producing a minimum of overt symptoms. Unfortunately, the symptoms are what happens when the body realizes it needs to act; so the lack of symptoms is a pretty good indicator that not much is being done.
Notes:
- 1 Nearly all symptoms (sneezing, coughing, fever, runny nose, fatigue, vomiting, diarrhea, etc.) are the result of your body's immune system working to eliminate the infection.