I really think it depends on who does it, my doctor has done it 3 times already and it didn't hurt one bit, and I had went in to the hospital a few weeks ago and a nurse checked and that was uncomfortable because it felt like she was digging her knuckles into me:( but also I would suggest to just try and be as relaxed as possible while he's doing it because the more tense you are the harder to find your cervix it will be.
I would just ask the doctor to be as gentle as possible. I had a nurse check me when I went to be induced and she had me in tears because she was so rough!