1. Take as much pain killer as you can beforehand (within legal and medically advisable limitation, of course).
2. Drink lots of water the day before you go in so that you're well hydrated (if you're dehydrated it's less effective).
3. Assuming this is electrolysis on your face, don't shave for at least 24 hours beforehand... possibly 48 if your hair grows slowly.
4. Don't get your hopes up to see some huge change immediately. It takes time. Every zap you experience is one step closer to your goal. But there are a LOT of those steps needed before you're there. Don't get easily discouraged.
5. And lastly, keep your mind on the long term goal. No pain, no gain.
Good Luck!