Sore nipples

I’ve been breastfeeding for the past month but my left nipple has been sore for about a week and a half now. I use lanolin and it helps a little bit. When I was cleaning them earlier, I saw that it was quite red and pointy. It’s not bleeding or anything, but I do feel it throb. I continue to breastfeed because I feel like his food is more important than my pain. It usually hurts when he first latches and then about seconds later, the pain regulates. Has anyone experienced this and what have you done for relief?