When done by a trained and experienced practitioner, acupuncture should not hurt! At NPMAW we use a very gentle Japanese insertion technique and very fine needles (about the width of a human hair). With this technique you will typically feel a light "tap" and that's about it.
While you typically shouldn't experience pain with acupuncture, that's not to say it is sensationless. Once the needle is inserted, you may feel a wide variety of sensations. It's very normal to feel a dull pressure, dull aching, throbbing, tingling, etc. For many people this is all an enjoyable (sometimes even fun) part of the experience.
You're more than welcome to share what you're feeling, in many cases what you're feeling can be very helpful diagnostically. However, if you're feeling any discomfort whatsoever with any of the sensations, we will happily adjust the needle or remove it all together.