Deep cleaning is like digging out the tartar that has built deeper underneath the gumline overtime. You cannot see it youself. Like me, my teeth surface and gum looks very good but you don't know what's hiding underneath the gumline. Those deposition can cause gingivitis and damage the roots in the long run. That's why some people, when they get older, they have to get the infected tooth pulled out even it looks perfect on the surface.
I heard the pain depends on how deep the cleaning has to be done. My first time wasn't that bad (I had anaesthetic injection). But the gums will feel a little sore after the anaesthetic is gone. The second time was also great even I only had anaesthetic gel (I was pregnant and the dentist wanted it to be safe and didn't give me injection). The third time.... geez, it was painful! My original hygienist was on leave and I had a different lady doing the deep cleaning for me. She gave me so much pain! I think the skills of the dental hygienist matter too.