Do they hurt? Is it like having a bad period ?
Yes to both. Sometimes there’s cramping and pain, like a bad period. Sometimes there’s no pain, but bleeding. The later into the pregnancy it happens, the heavier the bleeding is going to be. They tend to start with light bleeding and then the bleeding gets heavier and heavier.
You can have cramping and even bleeding without it being a miscarriage, though. Sometimes women cramp and bleed and still stay pregnant. If a woman is concerned, best to check with their midwife or doctor. If the pregnancy is far enough along and she wants to keep it, there are sometimes medications that can be given to stop a miscarriage, if it’s caught early enough.
More information here: http://www.todaysparent.com/pregnancy/fertility/signs-of-miscarriage/
I have had (at least, some are so early in the pregnancy they can go undetected) three miscarriages - apparently my body decided it doesn’t want to be pregnant. (Also one tubal pregnancy.)
Two of the three landed me in the ER. Very bad cramps, yes, and extremely heavy-to-the-point-of-being-scary bleeding. Each was probably between the third and fourth month. Everything was fine, no morning sickness or anything, then, boom. That’s just my experience though, so, anecdotal.
I hope this is not a “need answer fast” question. 
If it is, do what WhyNot says and get medical attention right away.
The 18-week miscarriage I had felt like Hell. For two days as best I can recall. I had two normal live births with no medication of any kind and while they were hard work they were not painful.
I’m sure that for many women, the physical pain pales in comparison to the emotional pain.
You are passing a solid mass through your cervix so the amount of discomfort is related to how patulent your cervix is and how large the mass is. A nulliparous woman with a lost pregnancy of longer gestational age will typically have a lot more pain than a multip with an early miscarriage.
There are quite a few variables and cross person comparison is complicated by the fact that some women have very painful menses while others barely notice them. So even saying “bad period” doesn’t really help.
nm
My first, at about 8 weeks, started out with light spotting. When it was confirmed via blood tests and ultrasound, I opted for a D&C which would have been pretty damned unpleasant had I not been sedated. The cramping afterward was comparable with my worst periods, but they gave me pain medication so the pain didn’t last long.
The second, at about 5 weeks, was a non-issue. I had implantation spotting about when my period was due, did a pg test, and came back about 10 days later with more spotting. Again bloodwork and ultrasound showed nothing viable, and I let nature take its course. That was no worse (and possibly better) than an average period.
I don’t have confirmation, but merely strong suspicions, about a third. “Period” about when it was due but lighter than usual (as my cycles were screwy this was not alarming). Then about 3 weeks later “my period” arrived straight from hell. I was away from home for the weekend, and wound up having to stop and buy a new pair of jeans because I’d bled that heavily in an hour and a half (highly unusual for me). That tapered off to “merely” heavy in a few hours.
I don’t recall it being extraordinarily painful, though I imagine I took some aspirin or something for it.
Mine were all early, but they still hurt like hell. It isn’t quite the same pain as labor, because there is a sort of tearing pain involved, but also the deep cramping involved with cervix dilation.
Afterwards I would always compare them to unmedicated transitional back labor with a stuck baby, and I would decide that it was somewhere between one-quarter to one-third as bad.
I have had two significant others that had a miscarriage - both within 6 week. They described it as the worst period ever.