It was really weird for me; the first time we tried, it was extremely painful but we finished. The next couple of times, we didn't finish and it was more painful than the first time (but I was on prescription pain meds so that may play into it. I also had an almost 4th degree tear, so that took a while to heal).
A few days ago, we finally did it and it wasn't painful! Yay! We used Preseed, but it's the same thing as KY Jelly.