"Pain" is subjective. Distal points (hands and feet) are often more sensitive than points closer to the center of the body. Some people feel an initial small "prick," especially on the distal points, but others don't feel anything at all.
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You may feel a dull, achey, or "heavy" sensation around the needled point. This signifies "de qi," or "the qi has arrived." AKA, it's good. The acupuncture point is active, and the needles are doing their work.
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Most people fall asleep or enter a dream-like state during treatment, and come out greatly refreshed.
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Acupuncture needles are usually thinner than a human hair. Our thin filiform needles vary from 0.5 to 5 inches long. Our needle gage varies from 30 (thick) to 40 (thin), depending on location/ intention of the treatment. I mostly use gage 36 (thinner) for my 1-inch needles, and gage 34 (just slightly thicker) for my 1.5-inch needles.
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So no, acupuncture usually does NOT HURT. Come relax and feel better!