Removing the sensor is like removing a band-aid. It might sting a bit, but you shouldn't experience any real pain.
Here are step-by-step instructions for removing your sensor:
Remove the bandage that covers your sensor.
Pull up the edge of the adhesive that attaches the sensor to your skin.
Slowly peel away the sensor in one motion.
Dry the surface of the sensor if it is wet with a clean, dry tissue.
You can remove any remaining sticky residue on your skin using warm, soapy water.
You may find that you have small pin pricks of blood on your arm where the sensor was stuck on. This is completely normal as the filament goes right underneath your skin. If this happens, use an alcohol wipe to clean the area and add a normal band aid to keep it covered.