I would recommend getting ice packs for in your bra. I know for me that freezing them and putting them on my nipple for 15 minutes after ppimg helped with the pain, it should only last for a week or 2 then the pain will go away. It's really common and normal to have this pain, there's actually a name for it but I can't think of it.
I attended a breastfeeding class and they said make sure baby latches around the nipple area and not directly on Nipples
Also alternate breast whole feeding and start with other beast than the one you ended the previous feed.
There is also a cream called Lansinoh to help with sore Nipples