What To Expect at Your First Brazilian Wax Hard Wax Vs. Cloth Strips If you are like most Wax Virgins, you may approach your first Brazilian Wax with a little bit of terror and whole lot of anxiety. Hold the Zanax, ladies! I’m going to explain what really goes on during a Brazilian Wax to ease your mind. You’ll want to arrive a little early to fill out some paperwork (easy so far, eh?). Then, I’ll give you a little tour of the beautiful V&E Studio. After I bring you into my treatment room, I’ll ask you to undress from the bottom down and sit on top of the table.