I had my mirena coil fitted five years ago but not during my period....and it was quite painful... I had period pain for a couple of weeks then it was ok... Take some painkillers beforehand... I never did so thats probably why.
I loved my coil.. It was the best protection I have ever had. Never had a period, never had a pregnancy scare... Sometimes, if we were having sex and my DH was a bit rough, it could be uncomfortable... But I never had any issues otherwise...
Also I got pregnant really quickly after it was removed so be warned if you decide it's not for you. Because the mirena coil only has hormone that affects the uterine lining and not the ovulation, you can still ovulate as normal. Although you don't notice. With normal IUD's your cycle will remain the same.
I put on about 4kg with the mirena coil (probably because I didn't have periods) but never had any issues with it.
Give it a go... if you don't suit it (because not every contraceptive suits every woman) you can change it.