Piercing Doesn't it hurt?

Yes, of course it hurts. In some ways, that's part of the fun; in response to acute pain (like being pierced by a needle) your body manufactures endorphins, a natural pain-killer. So it hurts for a moment or two, and then you might get a "high" that lasts for several hours. Some people are wired for this, some people aren't. A properly-cared-for piercing should not hurt after it is healed, however.

Can piercing get infected and cause a health risk?

They shouldn't, if you take care of them properly while they're healing. Know your own body: if a particular disinfectant irritates you, don't use it. Don't be afraid to call and ask for advice. Yes, despite the best precautions, some piercing get infected or just don't "take". This is pretty rare; don't panic; read the FAQ, and consult your pierce technician; and/or health care professional.