Why is it less painful than sticking my fingertip?
Your fingertips are full of nerve endings (receptors), which make the fingertips feel pain more readily. If you have to test your blood daily, as most people do, your fingertips can really get sore.

Other body sites such as the forearm have fewer nerve endings per square inch than the finger tips. This can make alternate site tesing much less painful. Most people who have tried forearm testing, for example, say that it's painless.