It is almost always the first question, and it is usually asked half-apologetically. There is nothing awkward about it, and it is a good question besides: the answer changes where a piece should sit and how many sessions it takes.
Pain threshold is personal and cannot be predicted from the outside. Two people with a tattoo in exactly the same place will describe two entirely different things, and someone who has been through childbirth or surgery will not necessarily find this easy.
What is known: areas with muscle or a layer of fat over the bone — outer arm, calf, thigh — are easier. Ribs, collarbone, palm, foot and the inner forearm are harder. It is not an iron rule, but it is a good place to start the conversation.
Session length matters at least as much as placement. An hour somewhere painful passes fine; four hours somewhere comfortable ends less well. A large piece is split across several sittings, and that is a decision about comfort rather than about pace.
Eat beforehand, sleep the night before, and arrive without alcohol in you. This is not folklore — it is the difference between a session that ends as planned and one that stops halfway.
You can ask for a break at any point, and you can ask to stop and finish another day. It is not a failure and nobody here will make anything of it: it is better to finish in a second session than to finish a piece on someone who is no longer in the room.