Acupuncture needles are solid, not hollow like needles used for giving shots or drawing blood. They are small and hair-thin and can literally be bent with your pinky.
Only sterile, disposable needles are used so there is no risk of infection. We use a needle once, then dispose of it.
How deep do the needles go? That depends upon the nature of the problem, the locaiton of the points selected, the patient's size, age, and constitution. Usually needles are inserted from 1/4 to 1 inch in depth.