Oh lucky red hair... They're strong little devils. The blonde ones are easier to kill according my electrologist

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For the first few sessions on my upper lip, my dentist gave me a dental blocker before hand. I felt nothing!... for two hours, even fell asleep on occasion, and then agonising pain after that wore off.

Thankfully I'm coming up to the end of my days with electrolysis.
It really is a case of YMMV in terms of pain management... The electrologist can alter the current just about any level depending on what pain level you can tolerate. With adjusting current, that changes how quickly the hair will be removed, and how effective it will be.
I'm on the more sensitive side of the spectrum, and I'm doing OK as is. So you should be fine.