Generally speaking, lordosis (forward convexity) of the spine, by itself, does not usually cause problems unless it is associated with displacement of one vertebra on another. Exercises will help you get rid of your symptoms. Your physiotherapist, in consultation with your doctor, will guide you on these.
Pain is natures warning signal. If sleeping in a particular position causes pain, it might be better to avoid that position till exercises or other treatment has eliminated the pain.