I tell my kids the moment we're walking in to see the nurse. They are suspicious as they know they're not sick. I won't lie if they ask but otherwise it's not something I talk about with them.
I figure if I was having my arm amputated I'd probably prefer to know only seconds before it happens rather than dwell on it for hours. But my kids can be VERY dramatic. I have also had a flu shot at the same time as a mark of solidarity, if I can remember to organise it.