Check if there is any infection over nipple or surrounding area./ Cuts or soreness over nipple and surrounding area.
If not then next check if baby is attaching well to the breast.
Pain may appear in case of shallow latch or baby suckling over nipple.
Next Steps
You can consult a Lactation Professional ( I am one) for better idea and solution for your challenges.
Health Tips
You can take a Paracetamol tablet to relieve pain for now.