Piercings and Sensation
First point: Piercings do hurt. The needle going in may be the shortest shot of discomfort, but jewelry insertion can be uncomfortable. The overall experience differs according to what part of the body is getting pierced. Body skin such as the navel will hurt a lot less than the ear cartilage, with is thicker. Piercings in soft skin areas such as the genitals or nipple may hurt the most.
There will also be more pain depending on what gauge the piercing will be. For instance, a 16-gauge hole at 1/16 of an inch will be a lot less painful than an 8-gauge at 1/8 of an inch. Broader gauges, of course, displace more skin and fat tissue, making it a more traumatic event for the body.
During the Nipple Piercing
There are certain feelings that will go through the body right before and during the piercing. Unless you're absolutely cool as a cucumber, the body's sympathetic nervous system will kick in, with messages from the amygdala that the body is entering a time of stress. This little bean-sized brain organ will send out signals to produce more adrenaline and other substances that seek to dull pain and raise stamina. Therefore, you may feel a little jumpy and twitchy. Take deep breaths to calm down.
The piercer should then cleanse the nipple area with a sterile alcohol wipe, which will feel cool. She will dot your nipple with a pen so that you can verify placement. After that, she'll use a forceps to grab, position and hold the skin taut, pinching it to minimize the amount of extra fat and flesh. You'll be directed to take a deep breath. With one fluid motion, the hollow needle will enter the flesh. You may feel a hot or cold flash as it happens; that's your body's stress response.
Once the needle is in, she will insert the bar of the jewelry into the hole. The metal feels cold and hard inside of the skin while it's there, and you may feel a bit of movement as things are settled. After that's done, the piercer will withdraw the needle slowly, making sure that the jewelry is positioned correctly. The only thing left is to screw on the bearings.
If the jewelry is going to be a jump ring (usually not used as starter jewelry due to the possibility of accidental pulling), the jewelry insertion may feel different. There's more pulling of the skin involved to put in the ring, so that may be more uncomfortable.
Nipple piercings have been noted as being among the more painful due to the sensitivity of the area. However, everyone's threshold is different, so experience will be the best teacher.
After the Piercing
Afterward, the nipple will feel sore and swollen. It'll probably be erect, as well. You'll start to calm down, perhaps feeling jittery, weak and giddy. It'll feel foreign for a while, especially for women who have to wear bras on top of the piercing. A good tip for women is to get it done in the summertime so that you can wear a halter top or camisole that doesn't require a bra. You want to minimize rubbing and friction on fresh piercings as much as possible.
The nipple piercing will feel like a part of your body after a couple of days. You may even forget that it's there. If it gets yanked or pulled, however, it'll hurt quite a bit. The jewelry won't make the nipple feel any heavier, or weigh the breast down, since most people use a smaller gauge in their nipple jewelry. Some people do like to stretch their piercings over time, moving up to a higher gauge; while this may look alright up to a certain point, the nipple tissue can end up losing its elasticity and resilience if made to bear too much weight.