Does it hurt?

At insertion of needle, you might experience slight stinging sensation. Level of the sensation varies from person to person.  

As needles are placed, you might experience such sensations like heaviness, dullness, numbness and electric sensation, and these are positive responses.

After all needles are placed, you would enter state of calmness and serenity.   Some patients even fall asleep during procedure.

Just keep in mind that acupuncture needles are not painful like medical hypodermic needles.

How many sessions are needed to experience betterment?

My honest answer is that it is difficult to tell, because every ailments are different and every patients response to acupuncture treatment differently.   My recommendation is 3 to 5 sessions to see whether acupuncture treatment would be viable option for your betterment. If I don't see acceptable improvement from the sessions, I usually recommend other options.