Watch guitar lessons in Youtube, it is quite easier to learn if you're watching it rather than just reading how to play a guitar.
Well every beginners get their fingers hurt if it's still their first time. You'll get used to it if you just continue on practicing and someday you won't even feel the pain anymore. Because you'll then have rough fingers to endure the pain.
I have a couple guitars. I have played for around 10 or 12 years. I recently bought a new acoustic guitar with a built in pickup for less than $400. It sounds GREAT. I think its pretty amazing that a decent guitar can even be manufactured for that price, let alone sold at retail.