I have a Skyla and love it, I pretty much suggest it to everyone. You actually can be on your period when getting it inserted, some doctors actually prefer you to be because your cervix is more open I believe.
But just call your gyno or have your mom set you up for an appointment. They might have you come in multiple times, once to talk about your options and really decide and once to insert it. They had me take a pap smear and because I was sexually active also had me take a pregnancy test.
The actual insertion was about as terrible as any gyno appointment. The speculum is the worst for me, I just don't like the feeling of being stretched open like that. But so once that is in, they will measure your cervix(you might feel a pinch) and then insert the IUD. It's like a very strong cramp. Nothing that I hadn't dealt with before but if you don't normally deal with strong period cramps it might be more painful. It was over in a few minutes. You also might have some mild cramps for a week or two.
You have to come back in a month to make sure everything is in place and that's that. Unless anything pops up you're good to go for 3-7 years depending on if you got skyla or mirena.
I personally like my IUD because it's worry free birth control for one, but it also has made my periods basically spotting. I don't even need to wear a tampon sometimes. Also it's only releasing hormones in the uterus so it doesn't affect the rest of your body, something that I had too many issues with when I tried the pill.