Your first wax is always the most "difficult". It's nerve-wracking to volunteer to have someone put hot wax on your body and rip out your body hair. That being said, it's relatively quick and I've learned that we tend to hype things up in our minds only to learn that the actual experience isn't all that bad. Does it hurt, sure. How much depends on a variety of factors, including hair type, skin type, tolerance to pain, hormonal cycle, stress level, etc.
A typical session requires you to expose the area you're having waxed & lay on the table. Depending on the area, I may apply baby powder to help absorb moisture and protect the skin. I'll start to apply the wax in sections and then remove the hair/wax with a strip. If necessary I'll do some tweezing of stubborn hairs left behind and finish by applying oil to the skin to help soothe and remove sticky wax residue. Areas of course growth will likely be red, and sensitive to the touch, much like a mild sunburn, anywhere from 1-48 hours the first time. You'll want to avoid excessive heat, exercise, abrasive scrubs, fragrances, and tight cloths until your skin feels normal. Again this varies greatly person to person, but should be expected to be within the 48 hour range. Results vary, but on average 4 weeks post wax you should have about half the amount of grow back, and it will likely be softer, thinner and quite sparse. Average time for a maintenance wax is 4-6 weeks.