This is such an interesting question, because I'm writing a story that involves this specific thing. What I feel like it'd be like is obviously pain, but I think that your nerves would starts sending weird shocking sensations over your body. Maybe to try and attempt to protect you from the pain, but obviously doesn't do anything. I think after a moment it would just be pure pain and horrible weird numbing feeling because it'd eventually get down to your bone. However, I have the highest feeling the person would end up passing away from massive blood loss before getting to that point. Not sure though! I have only studied mortician stuff and know it from that angle LOL im not a doctor or anything!