I've heard from everyone thats breastfeed that it is a little painful at first. The baby is going to not latch on correctly a lot of times and your nipples will get red and sore. The best thing I can advise is keep at it. The first week of breastfeeding every time I would feed I would think "thats it I'm quiting". But after we both became pro's it isn't bad at all. For the first couple of weeks you might want to get landelin for your nipples to ease the pain and help heal them. Most hospitals give a sample when you deliver but I have heard of some that do not and honestly it is a life saver.
It can be very uncomfortable until your nipples get "tough" I guess you can say. If your baby catches on right away (which I would suggest you nurse within 15 minutes of birth) it's not that bad at all. Good luck!