The best way to describe it is like a thin wire. Its solid, not hollow.
Sometimes patients who receive injections at their doctors office, fear acupuncture needles are the same. They are much, much smaller.
To put it in to perspective, about 30 acupuncture needles can fit into the opening of a hypodermic needle (the ones in the doctors office)!
Some patients experience no sensation, while others feel when the needle stimulates the qi (body energy). It also depends on what part of the body is being worked on.
A good acupuncturist should show you the needle before using it on you. If not, just ask, they will be happy to show you.