I agree with previous posters-- I also had a sideways impacted tooth coming in. The pain before the extraction was far greater than afterward.
If you are pregnant, ensure that you can use whichever pain relievers the orthodontist suggests.
You may be asked to have a ride to come pick you up. This is pretty common, as they usually give Novocaine, (I never had anything stronger-- had all four removed at three different times). I wore my walkman at the time (early 90s) and other than the initial sting of the Novocaine and the pressure of the work being done, it didn't hurt, per se.
Also, when recovering, they will likely give you and irrigation device, like a little syringe which you can use to rinse that empty space out. Do this often. Ask, too, about using some clove oil and gauze for direct pain relief to the area. Make sure to keep it very, very clean.