It was uncomfortable and painful. They only work if your body is ready to go into labor. It's not technically necessary and can even cause infection. I'm not a fan on cervical checks though, with my second pregnancy I didn't have any done.
I had mine done with my second pregnancy. I was 37 weeks and 5 days. It was painful for me. It lasted 3 to 4 minutes. My water broke at midnight that night.