I have lots! It is an individual thing where your most painful places are but I would say that the outside of your upper arm would tend to be less painful for most people.
My worst was upper back, my husbands worst is his lower legs. I've got my armpits done and it was fine, but I know for a lot of people the inside of their upper arm is awful, or their chest.
For me, it feels like someone has put a pin just into your skin and is pulling it along. It feels huge, even though it might be a small tattoo. For me, the outline is more painful than the filling in, but again it depends where it is.
You need to tell your tattoo artist that it is your first time so they can ease you in gently.
It's really not unbearably painful - why would people get more if it was, but it is quite addictive!
What are you thinking of getting?