I had one. I was having intense contractions when I got mine, which made holding still while he worked .D.A.M.N.E.D hard. The numbing medicine felt more like a sting than anything, and I just felt pressure from the actual epidural needle. It felt weiiird going in though. He told me to expect a sharp pain briefly in my pelvis (holy jesus, that half second was worse than the contractions!), and then to expect an electric jolt down one or both of my legs (ended up accidently kicking my husband from my reflex), and then... Blessed relief! That man quickly became my hero.
Once the epi took hold, my legs felt fuzzy... Almost like they were vibrating a little bit. The epi killed the pain, but I didn't feel like I was dead below the waist or anything. And I was able to walk to the bathroom a few hours later without help. The hardest part of getting the epi was being hunched over holding perfectly still while he was poking that needle in my back when my entire body felt like it was splitting open. Since you're going in for a scheduled c-section, you probably won't have to deal with contractions while you're getting yours, so it'll be cake.