While cases of blood clots caused by the vaccine may be underreported, the incidence is still a tiny tiny fraction of people who have received the vaccine. Vaccines, like all other medications, have potential side effects. Most of these side effects are mild. Sometimes they are severe and potentially life-threatening. That's true of almost all other medications as well. That's why it's good to monitor changing health conditions immediately after receiving a new medication (like a vaccine). But that doesn't mean that the vaccine is bad or shouldn't be used. Temporarily pausing administration of the vaccine to examine this more closely is a reasonable response. Hopefully they can identify risk factors that may increase likelihood of clots if you receive the vaccine, and people with increased risk can receive one of the other vaccines.

It's also important to note that blood clots can be caused as a result of infection of SARS-CoV-2. In fact, you're much more likely to develop clots if infected with SARS-CoV-2 than you are if you get the J&J vaccine (at least as incidences of clots are currently reported).