I've heard that teeth become very sensitive after teeth whitening. Is that okay?

I noticed that teeth also gradually turn yellow over time. I have an acquaintance who gets teeth whitening treatments because they dislike the way it looks. But after returning home and waiting a while after the procedure,

They said their teeth were very sensitive and it hurt!

I'm curious to hear your honest answers on whether your teeth were very sensitive and painful after getting them whitened at the dentist.