Pain is good. Pain is a sign that you're alive and awake and there's a clear direction in which you should go. If there were no pain, you'd probably just sit and drool, or at least lead a totally selfish existence, like a cat. Not that there's anything wrong with that... but it's not a lifestyle choice for everyone.
I know for a fact that almost all my problems in this existence have been caused by trying to avoid or (as the Clams put it) "not-is" pain. You only make something go away by "as-is"ing it. This isn't instantaneous and requires patience, but the way out is the way through.
I'm currently in a process of re-evaluating and cutting loose my allegiances and commitments to everything in my life which isn't necessary for biological survival, because I'm trying to... well, some call it "find yourself". Others say "find God". Still others say "achieve Knowledge and Conversation of the Holy Guardian Angel". Robert Anton Wilson would have said "activate Brain Circuit VII". It's surprising how much avoiding and trying not to feel pain makes this totally impossible.
The thing that really frustrating me is that I keep remembering The Truth... then forgetting it, going back to sleep, slipping into bad habits, backing away from the Dark Night of the Soul. Only if I feel the pain can that stop happening.
You might also be interested to note that - given all the ranting I do here about "addiction to identities" being what stops us bringing the Magickal Kingdom to life in the here-and-now - that I think I've identified the identity which anchors me in the filth. In one phrase: I am a weirdo whom everybody hates. It's not much of an identity, but it ... well, I wouldn't say it "works", but I'm still alive and still capable of effort, which you wouldn't have bet on a few years ago. Time to say goodbye.