OW! You try to pick up a cookie sheet from the kitchen counter, and it's still hot. You drop the pan, and the cookies fall to the floor. You stick your hand in your mouth to cool it off, and heave a sigh of relief that you weren't badly burned.

During the few moments that it took for you to realize that you'd grabbed a hot pan, your body was busy. It was using pain as an alarm system to tell you to let go of the pan before you hurt yourself badly.

When you touched the pan, your body didn't stop to consider that you'd ruin a fresh batch of cookies by dropping it. Your body's first concern was protecting itself. In fact, the physical reflex, or automatic reaction, that made you drop the pan happened before your body even had time to send a pain signal to your brain. As soon as the nerves in your fingers felt the heat in the metal cookie sheet, a message flashed from other nerves in your spinal cord and ordered your muscles to drop the pan as fast as possible. Other nerve signals told your brain: "This hurts!"

Your spinal cord, which runs up your back inside the backbones, controls reflex actions like dropping the pan. Your brain doesn't even have to think about it.

Other nerve signals traveling to and from your brain use your spinal cord as their main highway, too. Your nervous system branches off from your spinal cord into many smaller "roads" leading to every part of your body. Nerve endings in your skin sense touch, pressure and pain. They are what allow you to feel things, from the soft, pleasant touch of your parents' hands to the short, sharp pain of a needle when you have to get a shot.

We all know that pain is unpleasant. But it can also be useful, as it was in this case. In addition to serving as a warning signal in this cookie sheet crisis, the pain may also help protect you in the future. The next time you see a pan on a counter, you'll probably think twice before you pick it up without using an oven mitt.

Pain acts as a warning system in many different situations. If you break a bone, pain tells you that the injury is serious and needs attention right away. The pain, headache, and fever of a cold tell you that it's a good idea to lie down and rest, allowing your body time to heal. The pain of a stomachache tells you it's time to stop eating those apples from your neighbor's tree.

Sometimes you feel pain when something goes wrong inside your body. You can't see the problem, the way you can a cut or a bruise, but you can feel it. This pain warning system tells you about illnesses like appendicitis.

Pain forces you to react. When you experience pain, you don't just go on with life as usual. You go to your mother or your father or your school nurse and say: "It hurts! Please do something to stop the pain."

Over the centuries, people have developed many, many ways to treat pain. Simple treatments may include applying warmth -- using a heating pad on a sore back or knee after a strenuous game of touch football has strained your muscles. The treatment may include cold -- using an ice pack to ease the pain of a headache or a bad bruise.

Remedies for pain also include various kinds of medicine. Many of these, like aspirin, are very effective. If you think you need an aspirin or some other treatment for pain, talk to your parents or some other adult.

When you feel pain, you may feel scared, or even mad. Your heart may pound, and you may start crying or yelling. These reactions are perfectly natural. Pain is no fun.

But it's not completely bad -- it can actually be part of helping you get better when you're sick or injured. You probably won't remember that next time you fall off your bike and scrape your knee. Pain has a way of driving out all other thoughts and feelings for the moment. But it's a good thing to know, and you may remember it as soon as your pain starts to go away. Tips for Parents

Puppets are helping kids deal with pain in a program at the Johns Hopkins University Hospital in Baltimore. Because few aspects of medical treatment frighten children as much as needles do, the child life department at Hopkins has introduced some puppets equipped with raised veins that children can use during medical play with toy doctor kits.

The child life workers believe that such play can take some of the mystery out of injections, and help lessen kids' anxieties about them. Using the toys, children can act out their fear and anger about medical treatment, releasing feelings they may not be able to express in language. Observing medical play can help health care workers find out what misconceptions may be haunting a child, too.

For instance, one child told one worker that she was using a needle to take all the blood out of a doll's body. She was quickly reassured that no such thing was going to happen to her when she had blood drawn. After the play session and discussion, the child still felt the physical pain of the needle, but she felt less psychic terror and was much more cooperative during treatment.

If your child is anticipating a medical experience and seems unwilling to talk about it, you might try medical play at home. For more information about the Johns Hopkins program, write to the Johns Hopkins School of Medicine, 600 North Wolfe St., Baltimore, Md. 21205.