Since I used to do this a lot before my castration I'll guess I'll speak up.
Sterile technique:
Best to buy sterile hypodermic needles from places like
www.bmeshop.com (sewing pins and needles while brand new are not sterile and may contain dirt, bacteria and viruses, cleaning with alcohol will remove and kill most things but not all bacteria and viruses can be killed by alcohol. Also plated needles can have the plating come off inside your body causing infection or irritation and scar tissue to encapsulate)
You should be fine with sewing pins and alcohol but safer with true sterile needles (I started out around age 13 with sewing pins then in college found BME and got hypodermic needles)
Alcohol, Iodine or other skin disinfectant should be used prior to piercing the skin. I use Techni-care before and after.
As far as I can tell the only damage is creating scar tissue and some adhesions which might make castration a little more difficult down the road (recommend definitely use a doctor instead of seeking other methods). I think the pain and swelling increases if you get closer to the cord or epididymis, at least that's an assumption on my part from my experience in the past.
I never had any problem with infection, but I always observed clean or sterile techniques.
Update & Warning
The above does not condone that someone should pierce their testicles, neither does it apply that it is 100% safe. The above is based on my experience and research on the subject. I'm only trying to provide him with the information and knowledge so if he continues he does so as safe as possible.
There are always risk involved with anything we choose to do, making an informed decision and trying to minimize risk is important.
Basically the only risk is infection, dealing with adhesions when you do get castrated and making balls function at lower levels if you pierce them a lot. Plus the pain associated with piercing them, the balls are fairly resilient organs.
Please remember this site is here to help people, you may not get into the same type of "kink" or interests. That's OK, just ignore it don't put someone down for it or tell them they need serious help to overcome the desire.
-Matt (luvpain)