I had this procedure done many years ago with a gun and stainless steel stud - it shattered the cartilage and never healed.
Now, where I live you can only get this done by needle and a hoop earring because it does not shatter the cartilage and allows maximum turning for better cleaning and faster healing time.
I would suggest for you to choose a 10 or 14 carat gold hoop. I learned after the fact my ear did not heal because of the stainless steel.
Also, buy the cleaning solution - it's worth the few extra bucks.
Regardless of what some people say, never put peroxide on it, it damages new tissue and will cause the healing process to take longer.
When you have it done, they should give you instructions on how to care for it - follow them and you should do just fine.
As for pain...it really depends on your pain tolerance.