Braces are generally more uncomfortable in the beginning than painful. Initially, braces do apply pressure as it is needed to straighten your teeth. As your mouth gets used to the braces the discomfort goes away fairly quickly.
In your follow up appointments that will be used to check your progress and tightened to move your teeth you will also feel a bit of discomfort just for a few days then it goes away. Braces are not as painful as they are made out to be.