Mine had a ton of hair from the day she was born. I left it alone until she was a year, then it was too long and kept getting in her face. I just do it real quick when she gets out of the shower. She has a lot of thick hair, but it's very smooth, so it comes out easily, but she doesn't mind me redoing it.
It doesn't hurt. I use a bristle brush, rather than a pin brush, and that keeps snagging to a minimum. I also use a kids' detangler when she's right out of the shower, and use no-hurt hair bands.