Let me start by saying that if you have only been actively TTC for a few months, then there is no reason to do the test. The test is somewhat invasive and if your insurance doesn't cover it can be a little expensive (mine was around $1500). Why would you want to go through the test and spend the extra money if it is not necessary? Also even if you have been trying for over a year, no one should pressure you to have the test done. There is no law that says you have to start testing as soon as you hit the year mark.
I had mine done after we had been TTC for 13 months. I made an appointment with my OB/GYN when I hit the year point and had the HSG done the next cycle. My experience was pretty bad, but is probably not typical. It took my doc several tries to get the catheter through my cervix (apparently I have a curved cervix) which was no picnic. I found the test itself very painful, but it was over in minutes. I also had severe cramping after the test (bad enough that I almost went to the ER), which most people don't have.