Christine,
You may want to dress her in layers. The bottom layer should be short sleeved so that they can check her blood pressure etc during the transfusion. Try to give her extra fluids the day and the night before the transfusion, this makes it easier for them to get the IV on (it plumps up the veins). If the children are dehyraded it takes longer to get the the IV on and it becomes frustrating for the child and the nurses.
We also try to take a familiar blanket and toy with us. You may want to bring something you can play with your child. The experience becomes more positive for children if you do a special activity with your child during transfusions.
My child recently read about gene therapy. He was devastated and started to cry. To my surprise he told me "this means I'll be cured and we won't have our special transfusion day anymore". He also told me how much he loves his life just the way it is, with thalassemia, and that he doesn't want it to change.
Of course I want him to be cured, and when he is old enough to understand he will be happy to be cured as well. For now I feel blessed that he loves his life even even with IVs and desferal needles.
We always come home after the transfusion. During his first transfusion however we did spend one night at the hospital, but that was because he was diagnosed that night.
Nurses sometimes put a warm cloth on my son's hand before trying the IV and some children also get emla which helps with the pain. Children are often upset about being held firmly during the IV and they can get very upset during with the IV needles, especially if they have to poke them multiple times. Starting an IV is the most difficult part of the process, but it does get better.
I wish you the best,
Sharmin