Pain is never fun to experience, but it is one of the most useful bodily signals we have. It acts like an alarm system for harmful or potentially fatal conditions—so you know that when you touch that boiling hot pan, you should take your hand away.
Pain is also a highly subjective experience; people can feel different levels of pain in the same situation. While some tend to have a very low threshold for pain—for example, needing anesthetic when having dental cavities fixed—for others, it’s no problem.