Tanning for the first time?

I am going tanning for the first time in my life, like a tanning bed.As you can see, I live in Chicago, so I don't get sun until like July haha. I want to know, because people keep telling me I'll get burnt and it'll itch for days, but I don't think it will.i don't want your opinion on if I should or not, I just want to know if it'll burn and what to wear while in the tanning bed.And are there any like sprays out there that make you tan for like 1 week and then u apply it again or something.I'm looking for something less than bout $20. Thank you.