When we are first starting on the guitar, for the first few momnths that is, we are so excited with learning various techniques that the whole experience can be rather overwhelming, (and sometimes painful.) Practice slowly, although we are sometimes impatient in the very beginning, (its important to try and maintain a strong level of patience otherwise you arent going to get very far in the long run. Its rather normal for your fingers to hurt for the few few months (to a certain extent that is,) but be sure to practice new complex techniques very slowly (and only for a little while at a time especially if you have small hands. Remember to warm up your fingers properly before you get into certain excerises that you arent very familiar with, hey even several years after i firest pick up my instrument I'm still rather meticyulous where I dont want to take any chances of permanently damaging my fingers.

Learning guitar, Its a gradual process, just learn a little bit at a time and enjoy yourself.

-Joseph :)