Well, there are many variables that go into that equation. I'd say the major one is that the more you practice, the more they will and wont hurt.
To explain....

Now just think of it, your pressing your soft fingertips down onto steel wires onto wood. It'll take a while to build up caluses. The more you practice, the quiker you'll develop these calluses, though in turn can result in injury, say blisters. Blisters arent all bad, if you treat them right. If you let them heal, without poping them, they'll make your fingertips harder. Though they take a while to heal this way, its all for the best. The less you practice, your fingers wont be in so much pain, but at the same time... your not practicing as much.

It is a stage each of us has to over come. Hope you get through your quikley.