Hi there,
Gillian is right, it is called a tragus & should be pierced with a needle. It doesn't hurt that much to have done. There's a poping sound when it's pierced because it's cartilage, But most piercings are done so quickly that you really don't have time to think about it. The part that can be painful is how you look after it while it's healing. It will get sore if you don't clean it properly & if you fall asleep pressed against it. Make sure you get it done by a professional that has good quality jewelry (surgical steel) & gives you aftercare advice.
Hope this helps
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