I say this as someone who has survived PE. In my case, I had pain that was a vague persistent discomfort combined with an evolving sense of panic. I hesitated for a day but then drove myself to the hospital just in time because it had progressed in the emergency room to searing pain where I "saw stars" upon each breath. Literally the most painful experience I ever had.
When you walk into an emergency room and indicate you have chest pains, they will immediately try to assess whether or not you're having a heart attack. After that there are checks to rule out PE and you may have a CAT scan w/contrast fluid.
There are other much less dangerous things that cause chest pain... stress-induced muscle pain is one. The problem is you can't be sure until its too late. Carry health insurance and don't try to second-guess chest pain.