I had mine done was I was 15 (12 years ago - eek!) and I thought it hurt like hell! But only when they're pushing the thin tube thing through, and only for a few seconds! Just scrunch your eyes up and grit your teeth! I also apply this advice to tattoos!
It can get sore and infected so make sure you get lots of aftercare advice from the piercer.
I recommend getting a bar put in rather than a ring as when I had a ring, it caught on everything & got infected more because it was sore - bars seem to stay more flat and are much more comfy.
Good luck!! I think they are fab!