I have both nipples pierced and only the right one hurt. That's because I had it pierced a few years ago and took it out. I put some numbing cream about 3 minutes before they were pierced. There's also numbing cream that is much more stronger called Emla Cream - it's prescription though.
The first time I got my nipple pierced I used the Emla cream and didn't feel one thing. The second time, for both nipples, I think I used Lanacane. It isn't as strong as Elma, but it certainly helped the pain.
I love mine though - I can't imagine taking them out. Just make sure you clean it every day. Don't use Bactine or rubbing alcohol. Sea salt works best. There's this stuff called H2O for piercings. It doesn't last very long and can get expensive. It's all worth it though!
Have fun!!!