Hi Jenna.  As a regular waxer I can tell you that it isn't that painful, but it's one of those things that you sort of get used to.  For your first time, it probably is going to be a little painful, but the pain is typically quick and goes away in a matter of seconds.  Sometimes there is bleeding, but on legs I don't think that will be an issue.  

Are you going to wax yourself or are you going to a professional? I currently do a lot of self waxing but only after spending about 2 years getting professionally waxed. I advise the same for you.  

I've also have never waxed my legs (bikini area and under arms), but I know it can be expensive since it is a lot of area to cover (though I would imagine it is less painful than the bikini area which is great for you).  

I don't think there is anything wrong with shaving your legs. It hasn't grown back coarser or anything like that and it's much cheaper.

Good luck and let me know if you have any questions.  Also if you want more advice check out this great article we did on Hair Removal 101. 

I think I've only gotten my legs waxxed once!  The lady told me never to get it done too close to your period, as it would sting more than usual due to your hormonal changes.

 I didn't like how you have to let the hair grow so long before doing it.  I prefer shaving, hassle that it is.  It is faster, simpler, less painful, and much cheaper.  The drawback is having to do it so often.

I'd never try to wax my legs at home.  I had a hard enough time trying to do my moustache.  I gave up & returned the stuff, since it didn't work the way it should have.

If I'm ever brave enough to wax again, I'd do it at a salon again though.

I prefer using a cream hair removal. Not fond of waxing. Tried it once and it hurt too much. I know you get used to it, but, I don't want to if I don't need to.

I've read that drinking coffee before getting a wax is a super bad idea because the caffeine makes your nerves super sensitive