It's kinda like getting a shot if you know what I mean, but it's quicker and hurts a bit more. I got mine pierced at what, 3? Or something like that, and I cried a lot. But I think it was more out of fear than real pain, I mean man, those things look scary :P!
My sister's piercing holes tends to heal up and close real quick so she's gotten it re pierced a bunch. She says its more burning/stinging sensation-like than painful. Hope this helps :)
I've heard that it is more of a burning than a hurt from my sister who got it done. Also it burned/ hurt for a couple or days after. Also it wasn't professionally done so Idk if that had something to do with it. But I myself haven't ever had it done so don't know from experience srry : /