I got one 4th of July weekend. It didn't really hurt, no more than you would expect for a steel needle shoved through your eyebrow. My eye did bruise pretty bad and stayed that way for about 2 weeks. After 2 or 3 days, it was a bit sore, but that didn't last long. I cleaned it 2x a day with anti-bacterial soap and Bactine. It did get infected about 2 weeks ago. Not really "inside" the hole, but more like around one of the openings. I started putting Neosporin on it and it went right away. I think it's still too early to try to change the jewerly out (it's a steel ring), so I am still waiting to put a bar in it. They say ~ 6 weeks for healing, but I have always been a little slow in healing. My cartilage ear piercing took forever to heal.
And, no! Don't take out the ring when you clean (you'd never get it back in), just keep spinning and rotating it so it doesn't stick.