I got my first one recently. It didn't hurt as much as I expected to be honest (though mine was on my upper arm, not a super painful spot). However it was early in the AM and I made the mistake of not eating beforehand, so my body started kinda freaking out. It made me feel super lightheaded and queasy, despite not hurting too much, and I had to stop for a few minutes and collect myself. So my advice would be to eat something a little beforehand!