Most places will do a consultation first to assess your skin type and concerns. The aesthetician should explain each step as they go. Don't be shy about speaking up if anything feels uncomfortable!
Your first time can feel a bit intimidating but it's usually pretty relaxing once you get started. I'd recommend starting with something like a Hydrafacial in Chicago medspas because the process is straightforward and comfortable. There's no painful extractions or harsh peeling, so it's a good introduction to professional treatments. The place I go to https://bellasanamedspa.com/service/hydrafacial is really good about explaining everything and making first-timers feel comfortable. The whole Hydra Facial takes about 30-45 minutes and you can see results right away.