it's a brand new short sterile needle used for the application, then a flexible filament is left in, immediately covered with a protective patch (adhesive bandage/membrane/layer).
millions of people do it every few weeks. (yes, that doesn't mean it's absolutely zero risk, of course.)
welcome! if you invest time and money it probably makes sense to allocate ~10 days where you can avoid intense sweating, as that can make the thing come off.
It's bizarrely painless to both insert and remove (it comes with an applicator, and can be removed just by firmly pulling on it). You carefully clean the site with alcohol before attaching it. I bought some 3m transparent film (Tegaderm) to protect it while I was wearing it, and changed the film twice during the two week period.