This sounds like what my doctors called radio-frequency nerve ablation, and the time I had it done, to the intercostal nerves, was an easy procedure. Lie on my stomach, topical numbing on my back, the doctor put in a needle guided by ultrasound, I felt a little burning, then he did the next, like willow919 said. When it started working, it caused little sensation of numbness and I could move and breathe and do everything on that side of my chest as before--actually better, because no pain. It doesn't help everyone, though.
They should do a test with short-acting anesthesia first, so you can see what it will feel like and also tell if it offers enough pain relief to be worthwhile. My test was like something Biblical--I lay down in so much pain I could hardly move and jumped up 5 minutes later pain-free. They didn't even bother with a second test, just did the ablation the next week. The problem was that it took weeks for the ablation to work, but it did, finally.
Another time for something else, the test barely reduced the pain, so I skipped the second test and the ablation--not worth it.
Age 55 male, incurable adenocarcinoma (cancer) of the right lung, stage IV. Rare ALK+ mutation. Diagnosed July 2014, average life expectancy 20.3 months. Never-smoker, no risk factors, currently in palliative care for chronic pain.