I believe it does deal damage too

It probably hurts as well. Depends on the intensity of the blast I guess.

Depends how durable and resilient you are to pain.

When Wanda blasted Monica it was enough force to send her flying through multiple walls (which should’ve killed her to be quite honest) and it was forceful enough to wind Monica. She didn’t seem to be in physical pain though.

Wanda blasted Agatha and other than dazing her, it didn’t really do much.

I don’t know if it technically counts, but whatever Wanda was doing to Thanos clearly hurt. Whether she was blasting him (which she clearly wasn’t) or ripping him apart/crushing him. She did blast his Double bladed sword though, and it was forceful enough to break it, which is quite ridiculous considering it’s Uru metal (the same metal as both Mjolnir & Stormbreaker). Wanda and Hela, the only two people, to date, that have managed to break Uru.

I think Wanda can control how much force she puts into a blast and like Monica said in the 5th episode somehow Wanda protected her so maybe all the telekinetic energy surrounding her acted as a shield that absorbed most of the damage