Hi Saint
Once you have had the laser treatment the hairs will start to thicken slightly and t hen some where between 10 and 14 days they begin to shed. As it was your first session I am sure the laser was working pretty hard. I found an Ice pack applied for few minutes prior helps greatly.
You will most likely see a few odd looking hairs already, any that were long will have shrivelled up. it is recommended that you don't assist the removal of the hairs with anything other than exfoliating, don't tweeze then as is quite often what people do and it causes the hair in many cases to grow back.
I have had a number of treatments and have found that it gets easier as less hairs are left to treat as the laser doesn't fire as often. It will not treat light coloured hair such as grey or blonde. Give things another week and you should start to see some differences.
Out of the three hair phases, laser can most effectively treat those hairs in the Anagen Phase or growth phase is the one targeted by laser treatments which is part of the reason why you have to have repeated treatments.
Hope that helps some