Ok, first of all, it's not like exercising, if you're first starting it after not having done it for a while, is going to be a jolly good time. It's going to be pretty unpleasant, your body will not want to do it, you might feel like you're going to pass out, etc. There will be pain, yes. Even if you ARE in relatively good shape, it's not going to be completely pain free. You're pushing your body. I mean, for myself, at the end of a 12 mile hike, during the final couple of miles my feet hurt, my joints hurt, I'm muttering/cussing under my breath at times just because I'm ready for it to be over and I'm irritable and exhausted... But it shouldn't be intense, uncontrollable pain. If the pain is totally extreme, I really don't think that's a good thing.
Look, I don't pretend to have the answer and I don't think it would hurt to seek medical input on this, BUT I will say if you are so absolutely 100% mentally focused on the pain aspect, the pain is going to be that much worse. It's kinda like if you're feeling sick, and you think you're really sick, and you have a headache and think you have a fever, the pain might be really bad, because it's all you're focusing on...then if you take your temperature and realize you actually don't have a fever, then, voila, miraculously the pain begins to dissolve away.
(This isn't applicable to actual medical pain conditions..I don't want anyone to think I'm speaking towards genetic/medical things that cause the pain.)