It does hurt but it's worth it. I was a beauty therapist when I was younger so I do my own!!!!
Be aware of what time of the month you do it as you will be more sensitive at certain times so avoid those times.... iykwim!!
I agree with joeve, hot shower and exfoliate before.
It will get better though as you get used to it and the hair softens.
Good luck with your next one :-)