Like blood draw. Thyroid needle biosy is likely to hurt about as much as the pain associated with blood draw. Often a thinner needle is used for fna than for blood draw.
Little uncomfortable. The needle inserted into the thyroid nodule is tiny. It usually doesn't hurt, though many people will feel a referred discomfort to the inside of their ear on the same side the needle enters the thyroid while it's in there. This lasts only seconds and immediately goes away once the needle comes out.
Depends. It depends on your pain threshold but in general, it is not more than getting your lab draw, it's just intimidating because it's a needle in the neck. It's easy enough that some docs don't even need to give you numbing medication.