This is the first question in this FAQ because it's usually the first question that people ask. The answer is yes. Having needles pierce your skin does hurt. But what you really want to know is, "How MUCH does it hurt, and can I handle it?” It’s not nearly as bad as what you might imagine. The pain comes from the cluster of needles on the tattooing machine piercing your skin very rapidly. This sensation, however, doesn't feel like the poking pain of an injection--it's more of a constant vibration. You will be amazed at how quickly your body releases endorphins, (pain killers), which dulls the pain significantly. The pain will also vary according to where on your body you get worked on. Skin right above bones (collarbone, anklebone, etc.) tend to be more painful than other areas. In addition, certain types of needles seem to hurt more than others. I personally think the needles used for outlining produce a sharper, more noticeable pain, while the needles used for shading seem to be much more like an electrical buzz (nearly painless).
Remember, you are volunteering for the experience. The amount of pain will depend on your psychological attitude.
NOTE: Do not drink alcohol or take illegal drugs for pain relief purposes prior to your tattoo sessions. Both aspirin and alcohol thin your blood and promote excessive bleeding. Aspirin also decreases the clotting of blood, which will slow down your healing as well. In addition, artists do not appreciate dealing with drunks and is illegal in many states.