Depends what sort of pain it is. If it's just soreness where your fingers have gotten soft then I'm sorry to say the only thing to do is to suck it up and deal with it. Same applies if it's a bit of muscle fatigue, like the burn you get from running or whatever.

Other kinds of pain... well that depends what the issue is.
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Quote by Master Foo
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if you reallllllllllly want, you can replace your guitar string.

but tbh if your fingers aren't used to playing guitar everyday they are going to hurt once in a while.
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