Get your bounce back!

The insertion of the needle is not painful because it is so thin. There may be a mild prick sensation but there are techniques experienced practitioners can use to mostly mitigate even that sensation. Once the needle is in the trigger point it may be painful if the muscle is in severe spasm. The sensation of the needle within the trigger point is largely dependent on how much the practitioner is stimulating it and can be decreased according to patient tolerance. 

To answer this question a little of the history of Dry Needling Therapy needs to be explained. Before Dry Needling Therapy was discovered trigger points were often injected with a local anesthetic. Practitioners noticed that the patient experienced pain relief longer than the duration of the action of the medication. They then experimented with injecting saline (salt) solution into trigger points and found that it also had a pain relieving effect similar to the medication. Then they decided to try just inserting a needle into the trigger points and again they found that patients had pain relief. This made them realize that the needle itself was having a therapeutic effect. At the time they decided to call using a needle without an injectable a "dry needle" and the name just stuck and became "Dry Needling Therapy".

Mostly trigger points, or highly localized knots, in muscles. 

The simplest way to explain this would be to picture a knot in a muscle as a very tight tiny fist. The problem with having a fist in a muscle is that it can squeeze so tightly that it impedes the blood flow into the middle of the fist. As the fist continues to contract and squeeze it produces metabolites that irritate surrounding tissues and start causing pain and this further irritates the fist to squeeze even more and so the cycle is maintained. The only way to break this cycle is by re-establishing a good blood supply that will flush out metabolites and bring in fresh ATP (the molecule needed to break the cross bridges of a muscle contraction). When you insert a needle directly into the "fist" you force a flush of blood directly into the problem area. It works so well because it is so localized. It also induces some biochemical and electrical changes in the properties of the muscle which aids in releasing the trigger point.

Yes. When performed by a professional with good anatomical knowledge and training in Dry Needling Therapy the risk is very, very low. The most common adverse effect is bruising at the treatment site, the most serious adverse effect is a pneumothorax (air trapped in between the membranes outside of the lungs) if the needle penetrates the lung fields. This is highly unlikely if the correct needle technique is used.