The only bits you'll feel are the small needle used to give you a local anaesthetic before they use the actual epidural needle.
Then a little stinging as they give the local anaesthetic.
Then some pushing as they use the epidural needle to find the epidural space and lastly might get a shock sensation as they thread the catheter.
With a good anaesthetist, no anatomical issues and good positioning it will only take a few minutes.
I've worked in operating theatres for many years and assisted anaesthetists inserting epidurals many, many times. I was wary of having one myself. I had a brilliant anaesthetist do mine though it turns out and it was so worth it.
They don't leave any needles in your back, which is a common misconception.
Small needle for local anaesthetic in and out.
Larger needle to find the epidural space, a very thin plastic tube (catheter) is then passed through the needle and the needle is removed.
Then a see through dressing / plaster is put over the site and most of the tube to keep it secure to enable top ups.
My first labour was long and epidural was very helpful. At first I could still lift my legs off the bed a long way, with each additional top up of pain relief I could do it less and less, and I referred to them as elephant legs.
My second, very recent Labour, was too quick for an epidural. I would have had one if I could have with how painful it was.