New mommy! I need help!!

My little man is 4 days old. I was breastfeeding but he wasnt getting enough I guess and he dropped so much weight that we are still in the hospital for his monitoring and we are now on a supplement. I have seen lactation consultants and they say he is latching good and I'm doing good but, my nipples are killing me!! I am so close to just giving up on it in general. I just would like some advice/positive feedback to help me out. I am not one that is all godly on breast is best but no one in my family ever did it so I wanted to give it a shot to see how it was. But now I'm sad because I enjoyed the connection. Should I start exclusively pumping? Please help! And please be nice!