You shouldn't feel it because they numb you. But yes, there are risks since it IS major surgery, and you should be aware that recovery from a c-section is much worse. Most women who have vaginal deliveries are up an out of bed within an hour or two, and within weeks feel pretty normal. After a c-section they make you wait about 24 hours just to stand (you get a lovely catheter bag until then), and it takes AT LEAST six weeks to recover enough to feel fairly normal. But really more like 12 weeks.
C-sections can also make breastfeeding and babywearing more challenging. Not impossible, but as I pointed out, moms who have vaginal deliveries are usually going about their normal everyday lives within a few weeks, while c-section moms are hampered for 6 weeks or more. I've had two c-sections myself, and I *vastly* would have preferred a normal vaginal delivery. Medical circumstances resulted in surgery instead.