The depth that the small needle puntures your skin at is adjustable (usually by twisting the end of the device). I'd suggest setting it to the lowest value, and giving it a try. It is over in a fraction of a second, and there is virtually no pain. If you get no blood from the lowest setting, increase the depth a little and try another finger.
A good trick is to take the blood from th eside of your finger, at around the mid-fingernail level. I promise, you'll hardly feel it.
Do it now - I'm sure you'll surprise yourself. :wink: