So first you need to decide on the right size breast shield. Not every nipple is the same so you can't always fit into the provided size nipple shield!
The right size of the breastshields
Breast Flanges: How to get a good fit
*some of the sites won't be SFW since we are talking abour breast, and nipples**
They have all the way down to size 21mm and 40mm breast shield size.
medela breast pump accessories - medela 40mm glass breastshield - buy online or in our brooklyn baby store, brooklyn baby store
Pumping should not be painful. Maybe a little uncomfortable if your breast are sensitive, but never painful.

If you have a hard time pumping, try providing yourself a calm place to pump at. Low lighting, nice music, or favorite tv show. Allpy heat packs to your breast for a few minutes before pumping and during pumping. Or pump after taking a shower. Also pumping one breast while baby takes the other is a great way to pump and save time. Try messaging the breast your pumping, can really help get your supply to let down too.

Feel free to add your personal tips and tricks I'm not the most knowledgable about pumping, just what I have personally been through and been taught and always welcome to learning new things to teach others!