When deciding on the location to get the piercing, go to a professional piercing or tattoo parlor — not the mall. Though more expensive, seeing a professional will ensure proper handling and execution of the piercing in a clean environment. Through talking with the professional piercer, you can securely decide on the right size, jewelry, and placement for you.
For your part, it's polite to let the piercer know if it's your first time getting pierced, if you don't like needles, or get nauseous/lightheaded. Typically, they will be able to accommodate you so that you experience the least discomfort possible. Another great perk of seeing a professional is their ability to answer any miscellaneous questions you have about the procedure or clarify the post-piercing responsibilities surrounding the care and cleaning for your specific piercing.