It shouldn’t be painful, but at first it will be a little uncomfortable, and it might take you a few days to adjust to wearing it. You must keep the blocks in contact at all times when fitted, and you will very quickly learn to speak with the blocks together.
If you experience too much discomfort, simple painkillers you would take for a headache can help, though you should read the packet beforehand to avoid any problems.
Should the discomfort continue, make sure you arrange an appointment to see your orthodontist and explain to them that you are uncomfortable, so they can check the appliance is properly fitted.