Cold emailing people and asking about their pain points is probably not the best way to go. That said, you're on (sort of) the right path by understanding that you need to find potential customers and talk to them early on, so that's a good step.

What I'd recommend is this:

1. Network, in person, as much as possible, and make real-world connections with people. If you're not a natural schmoozer, don't sweat it, it can be learned. Just go to events and talk to people. In the earliest phases, if you're just trying to get comfortable doing that sort of thing, don't worry too much about what kind of event, or what the person's title is, etc. Go to Java User's Group meetings, go to Entrepreneurship Meetups you find on Meetup.com, go to local Chamber of Commerce schmoozefests, etc, etc. If you live in or near any reasonably sized city, there should be an event calendar somewhere online that lists upcoming networking events. Seek them out and go and talk to people.

2. Leverage your existing network of real world connections, as well as any new connections you make, to make warm introductions for you, to other people you want to meet.

3. If you DO cold email people, don't just ask them to write up a thesis on their pain points for you, and send it to you. You'd probably get more traction saying something roughly like "I'm looking at creating a product targeted towards (your industry | people in your position | whatever) and would love to pick your brain for a little while. Could I grab 30 minutes of your time in exchange for lunch (or a coffee / beverage of your choice)? I can also share some really interesting research with you, that we've done in regards to $FOO."

Note that that last bit is optional, but it is always good if you can offer the other person something for their time. There are people out there who will sit and talk to you, either out of pure altruism, a desire to "give back", or because it strokes their ego to think that you consider them important, or a myriad of other reasons. But quid pro quo is a pretty powerful mindset and having something to offer is usually good.

Also, I think it would be good if you had at least a vague idea of an area you want/expect to work in, and could develop some decent domain knowledge of that area. This goes to credibility, and will be important in getting other people to risk their reputation on you, which is what they are doing when they make introductions to their connections, on your behalf. You need to impress people as "someone who knows his shit and is worth spending time with" for best effect.

I recommend reading Steve Blank's book The Four Steps To The Epiphany as there's a good section in there about what he calls "Friendly First Contacts" which would be relevant to you. There are also a lot of old threads on the Lean Startup Circle mailing list about how to get introductions, meet customers, interview people, etc. Dig through those archives and you'll find some golden stuff.

Edit: one last thing... there is something to be said for persistence, and there are some gimmicks you can use to get a better response rate on cold emails / letters. I'm not necessarily an advocate for either badgering people or engaging in a lot of gimmicks, but don't be afraid to send more than one email, and - if you feel the urge - send a handwritten letter and send it via Priority Mail or Fedex or whatever. Or send a stupid little trinket (a plastic bottle opener keyring thing or something) along with your letter. Chet Holmes did a section on this on one of his DVD series, one he did with Anthony Robbins. If you can get your hands on those videos somehow, he has a lot of material on that "getting in the door" problem.