I suck at breastfeeding :(

Baby was born 2 days ago and breastfeeding is so painful! I hold in a scream every time he latches on (sometimes I let out a cry) and most of the times have to breathe through the pain or just cry until he is done. The lactation consultant wasn’t much help...said his latch was great, no tongue or lip ties, and that he was just a strong sucker and I have overly sensitive nipples. The nipple shield didn’t really work too well since my milk hasn’t come in. Any tips from other mamas? Is breastfeeding this painful for everyone and it’s just something I have to deal with? I have another lactation appointment this afternoon.