Hi Barney,
You totally scare me!
Okay, this is just my opinion, runner to runner, and your milage may vary. I don't think running (or other exercise, or life generally) should hurt. It sometimes does hurt, but that's usually an indication to slow down a bit; or increase your time, distance or speed more gradually; or give it a break for a day; or stick on some ice or heat; or stretch more; or get new shoes or take your shoes off altogether and go barefoot; etc.
So, if you're finding it's a lot of real pain, please talk to someone medical (a doctor of physiotherapist, or sports masseur, etc), or a trainer, or even a sales person in a good running shop.
If you're more talking about a lot of exhaustion pain, I know what you mean. That's an interesting one. I think different people like a different level of exhaustion. A lot if people don't want much, and that's the camp I'm in
I'm happy to push myself a bit, but I don't want to half kill my self. Here's the good news: you don't need to. You will get good results and you can build your fitness gradually. You just need a bit of patience!
Others do like to really push themselves though. If that's how you are and pushing hard helps you, then go for it. Make sure you don't injure yourself though. That would make it all take longer, and perhaps you'll get fed up and move to something else, which would be terrible.
So, please don't ignore anything that might be doing you damage. In terms of how hard you go for it, choose the level that helps you to progress and feel good about it!
Let me know if that doesn't help. Happy (mostly painless) running!