I'm going to assume you're talking about electric and not acoustic. In either case what your primary goal should be is learning how much pressure you need to apply to get a clear tone. If you're new to guitar it's probably a lot less than your using now. Your fingers will still hurt at first but it does go away.

I like elixirs on my acoustic but some people don't. I never liked elixirs on my electric. It had a real bad sound. What I'm using now are Ernie Ball slinkys. I'm using 9's which works for me. I'm not sure how lighter ones would sound but go ahead and experiment because it's relatively inexpensive.

As far as changing your own strings I would highly recommend that. If you don't have a tuner Snarks are reasonably priced. Plenty of YT videos out there to help you learn.

ETA: Hey. Just noticed today is my 7 year anniversary with Guitar Tricks.

EETA: Time is off on my post. It's about 7pm on 10/31. My computer time is right so must be something with GT