Epidural or not

My first baby came at 28 weeks and it was too late to get an epidural for me so i didnt have a choice in the matter but i did deliver her naturally i was 15 and she was 2lbs 12.8 oz.. Now fast forward.. now im high risk and 22 weeks pregnant the closer i get to 28 weeks i get nervous as hell which got me thinking about if i should get an epidural during birth or not. My family normally taunts me and says i should only because my first baby dont count as the real birth pain since she was only a 2lb baby... They discredit me for being able to handle such pain at that age without an epidural. Im 19 years old and pregnant with my son and thinking about an epidural since im expecting him to be a full term baby. what do you all think? what are the pros and cons of epidurals? how does the process work?