I don't know how common sympathy symptoms and allied phenomena are. I can remember a friend of mine at primary school hurting his leg while playing football and me feeling the pain a while later. My mother used to worry about my introspection because I used to watch the blood circulating in my retinas against featureless surfaces, and I can see her point.
I don't think of sympathy symptoms as magical or psychic in nature. They're more like stigmata - the wounds you get on your hands and feet, or arms and legs, when you think about the Crucifixion. Those are by no means miraculous. They're just an emotional response to the idea of the Crucifixion. I daresay if a Star Trek fan thought about Dax enough in the right way, she might develop a rash on her temples. Nonetheless, there is the usual temporal oddity that symptoms turn up before you learn what someone's problems are, and I can't explain that except to link it with certain things I don't talk about. We are of course aware that according to Einstein simultaneity is illusory.
Anyway, leaving that aside, I would also connect it to the experiences of Gilbert's Syndrome and IBS, both of which I have had. The former is recurrent jaundice, sometimes triggered by emotional stress, and the latter is of course Irritable Bowel Syndrome. My view of my own IBS is that it symbolically expressed the emotions I pushed down out of my head into my belly, and that my bowels, like those of many other people, expresses emotions in the same way as faces do in most other people. It also feels like my abdominal region in particular has powerful emotional meaning to me to a greater extent than it does for most other people. One interesting aspect of my IBS is that it played up when I might expect to feel anxious but I genuinely did not consciously feel anxious at all when it did so.
I'm not being precious about my IBS. In fact I may have a history of not being precious enough about it, but that's another story. What it seems to have done for me is to have provided a precedent of some kind for mapping patients' symptoms onto my body. As I said, sympathy symptoms are not ESP. They are more like a subconscious imagining of what's going on for the other person and a possible intuition of what their problem might be. They often involve pain but plenty of other experiences can happen too. For instance, my bowel habit might change, I might experience shortness of breath or a cough or start burping. The experience which gives me a clue about what might be going on is that if a patient has her back to me, I feel pains on the same side as her but if she faces me, they're on the opposite side. This means, for example, that appendicitis could in theory be confused with tubal pregnancy if it were a psychic phenomenon, or for that matter if my intuition were telling me something. My interpretation of that is that I am reflecting the person with whom I am currently engaged.
Another aspect is the gynaecological one but I've forked the blog now so I'll leave it.
One thing which does concern me quite a lot is the problem of somatisation, and here I'm not using the term dismissively by any means. My attitude towards my IBS was that I had an irritating bowel habit which meant I had to be near accessible toilets,but I failed spectacularly to medicalise it and there is a tendency in general for me not to medicalise. If someone does medicalise her experience, she may kind of experience sympathy symptoms with herself. In other words, they become a kind of feedback loop where they make themselves worse. When I say they make themselves worse, I mean that literally - demonstrable physiological and even anatomical change for the worse without the will's conscious intervention. The person's lifestyle may also change in such a way that structural change emerges, and the picture may then become rather confused as the elements of somatisation and problems associated with lifestyle change merge. Therefore I think it's probably quite healthy for someone in a position such as my own to feel the pain of others and also to be reluctant to medicalise, as it constitutes a safety mechanism. It doubtless brings its own problems of course.