Supervisors might say things like, "I wouldn't file a claim if you want to keep your job." Or they might tell you there was no way you could have been hurt on the job, that it's impossible.
First off, don't listen to them. I know it's hard. However, you have a legal right to file a workers' compensation claim if you were hurt on the job. In fact, delaying a report of a claim may be more harmful to you than actually reporting the claim.