Like lots of things in life, the pleasure of estim has a lot to do with what you put into it. It is not a cheap hobby, but it does offer you a trip into a whole new side of your sexuality. I started stimming over 10 years ago, shortly before the ErosTek ET312B came to market, which i purchased almost immediately. A really good, safe, safe, safe (again, safe) power box is essential to really enjoying the experience. While you can try using a TENS unit or a cheap power box, you will likely come away with a less than great experience.
It took me several years of playing around with estim to find the perfect electrode placement and the perfect waveforms. As has been stated, this tends to be very specific to each guy, although ANY placement and waveform can be pleasurable. One of the best things that stimming teaches is the art of edging (hours at a time). You also will likely learn that orgasm and ejaculation are two different things and you can orgasm time and time again with estim before finally allowing yourself the pleasure of blowing a monster load.
If you can find a stim bud with experience and equipment willing to "hookup" with you, that is the best way to experience this and decide if you want to explore it further.
It is also not everyguy's cup of tea. My long term bf simply does not like it and I know of several others that feel the same. I think it has a lot to do with how your brain decides to interpret the sensations.
Your first time may not be an OMG moment, but then it may, so by all means give it try.