Tolerable discomfort. The EMG pin is like a fine wire antenna that records from muscle; typically a 28 gauge, a tiny bit larger than an acupuncture pin, but smaller than an injection needle. It feels like an insect bite. Not as bad as a blood draw or flu shot. Typically 2-8 muscles are checked for each tested limb. Nerve conductions studies are usually done alongside, and they feel like an annoying electrical pulse.
Just. Had one myself on thursday for neck pain into right arm. Took 45 minutes and was very tolerable. I would not describe as pain just twitching. The needles are tiny and not painful. Sort of like acupuncture needles. I highly suggest having a physician ( either physiatrist (pm&r) or neurologist preform and interpret the test).