DS1, aged 5, had skin prick tests a month ago. He said "ouch!!" very loudly the first time they pricked him, and snuggled into me, looking a bit surprised and worried (even though we had warned him it might hurt). The nurse smiled reassuringly, and told him to bite his teeth together. Then he sat calmly on my lap while they pricked him 9 more times. He flinched a bit, but there was no drama. Once he had got over the initial prick, he knew what to expect.
My son is not particularly brave by nature and, although he was on good form and very well behaved that day, please believe me when I say that he would most definitely have let me know if the pain was unbearable!
It's probably a bit like plucking your eyebrows - hurts the first time, but then you get used to it and ignore the (slight) pain.
At the end, DS got a signed certificate for being brave - and he was so ridiculously proud of this that he took it into school to show all his teachers. We still have it stuck to the living room wall!
From what I can see, skin prick tests are not exactly comfortable, but neither are they dreadful. Hope they go well for you.