Anyone who keeps bees will inevitably get stung. Consider this before you invest in a beekeeping hobby. You can greatly reduce stinging if you use gentle, commercially reared queens, wear a veil, use a smoker and handle bees gently. Go here to review the steps for properly lighting a smoker. Experienced beekeepers can handle thousands or even millions of bees daily and receive very few stings.
A bee sting will cause intense local pain, reddening and swelling. This is a normal reaction and does not, in itself, indicate a serious allergic response. With time, many beekeepers no longer redden or swell when they are stung (however, it still hurts!). An extremely small fraction of the human population is genuinely allergic to bee stings. These individuals experience breathing difficulty, unconsciousness or even death if they are stung and should carry with them an emergency kit of injectable epinephrine, available by prescription from a physician.
When a bee stings, the stinger and poison sack remain in the skin of the victim. Always scrape the stinger and poison sack out of the skin with your fingernail or a hive tool; never pull it out because this squeezes the remaining venom into the skin.