It is important that the piercing not be done too deeply because the urethra runs behind the clitoris and if this is pierced it can lead to urinary tract infection or even problems in passing urine. If the piercing is too shallow however, it may be inclined to tear out and cause the clitoris to be damaged.
The clitoris is full of nerves which is what makes this piercing so effective- a loss in sensitivity is quite rare. Generally what they experience is a greatly increased sensitivity in the few days and up to a few weeks following having the clitoris pierced. This initial feeling decreases as the body becomes used to the piercing and as it heals and settles which is often misunderstood as a loss of feeling or sensation. It then becomes only aroused when initiated.
During intercourse the clitoris swells and can become very tight on the piece of jewellery - moving it or forcing movement at this time can cause pain and even tear the clitoris (even once healed). So one must be aware that they should never force this piercing to move if it is stuck. It will move again once the swelling has gone.