When you initially start playing guitar, you will experience some pain in your fretting hand's fingertips as you become acclimated to the strings. This will fade when your fingertips form calluses. Please refrain from going all Bryan Adams on us. Sure, he claims to have played till his fingers bled, but that's poetic license gone too far. Most new players experience mild discomfort while learning how to play their instruments. This is normal, and it will go away once you begin practicing regularly. If you stop playing for a few months or years then pick up your instrument, you'll probably feel the pain again before you learn how to move around with the ease of a professional guitarist. But don't worry, this too shall pass.