When performed by a qualified and properly licensed acupuncturist, your treatment should be very comfortable. You will usually not feel the needles at all, the most common thing to experience during a treatment is relaxation. There may be some initial feeling when the needle is inserted, but this should not be an overly uncomfortable sensation, or one that lingers. When there are sensations felt, they are most commonly described as heaviness, pressure, electrical sensations, numbness or a dull ache. While some patients who are unfamiliar with these types of feelings may be hesitant at first, the experience is very pleasant and every effort is made to ensure your comfort.
Acupuncture is not like getting an injection from a syringe, being stung by a bee or being poked with a straight pin (all things I've heard used as descriptions), those are painful. It is a comfortable experience and one that will typically leave you feeling much better by the end.
In a survey of pediatric pain patients’ experience with acupuncture, conducted by the Harvard Medical School Department of Pediatrics, most child patients and parents found the therapy to be pleasant as well as effective for their conditions.1
1Kemper, K. J., R. Sarah, E. Silver-Highfield, E. Xiarhos, L. Barnes, and C. Berde. "On Pins and Needles? Pediatric Pain Patients' Experience with Acupuncture." Pediatrics 2nd ser. 105.4 (2000): 941-47. Print.