Painful and there is a lot of swelling. I think the swelling is worse than the actual puncture wound. I got stung in the thumb. The only thing that help was and ice and water bath. 100% recommend putting the effected area in an ice and water bath. It brings down the swelling and the pain a lot.
Some people think that you should dig open the wound again after it starts to heal to try to get rid of the stinger. This is untrue. Anything like a splinter will work its won way out of the body; be rejected. Do not cut open a healing wound you could cause an infection or make the wound worse.