I hate to say it, I have been playing for quite a long time and there are times that my fingers still hurt. Especially after a long jam session or trying a new technique. When I first started playing, I played until they would bleed. But I wouldn't recomend that. Keep trying, a little more each week and eventually you will be playing a 2 or 3 hour jam session. Another thing you may want someone with some experience to look at is the "action" on the guitar. That is the distance the strings are above the fret board. If it's too high, your fingers will hurt. Let a guitar mechanic adjust it for you. Don't try this at home. Good luck