There are a few answers to that question. In the West, studies have shown that acupuncture increases blood flow and therefore oxygenation to tissues and organs. This effect appears to be mediated by nervous system reflexes.
In the East practitioners talk about unblocking the flow of chi and nourishing body systems and restoring balance.
It has also been shown that acupuncture activates the endogenous opioids in the body (your inherent natural painkillers).
There is a fascinating study that found that pain relief from acupuncture can be blocked by the same medications that block opiates!
Both theories and explanations have their advantages and yet neither is complete. It's likely we still haven't determined all the ways that acupuncture helps the body activate its natural defenses and restore health and vitality. (It's true that you are your own healer and we are here to help you kickstart your wellness!)
Remember nothing is the same as actually doing it. Not everyone has the same experience with acupuncture and even if that were the case, it is nearly impossible to describe. You just have to experience it. Come in with an open mind (or just come in) and see for yourself.