Expect that you will probably have some pain, but it will go away if you take care of your nipples. First you have to make sure the baby is latched properly, in the begining i would always rub some breast milk on after feeding and let it air dry. Putting a warm cloth on you nipples between feedings then applying Lansinoh will help a great deal too.
Even after my cracked nipples healed there was still and unconftorable pinchy feeling which will usally go away at about 5 or 6 weeks if you take care of them.
After you and the baby get the hang of it there isn't anymore pain (until they start teething), but just stick it out and grit your teeth at first, cause it can be quite unpleasent.
Oh and one other thing which i didn't know. Whenever you breastfeed your uterus will start contracting back to size, which feels pretty much like contractions durn labour sometimes, tylenol will help with those.