It doesn't hurt, but it may be a tad uncomfortable. Side effects can be headache and nosebleeds. The cost for me was $1,200 with $100 new tips needed each month. Neither is covered by insurance. The aim is to replace the use of artificial tears.
I'm returning the device within thirty days of purchase for a full refund as I didn't find my eyes were able to tear with Sjogren's and my past cancer treatment. Other people are having success though. Here are more details.