Pain is an interesting thing. When you first feel pain, it's scary and, usually rightly so, is the body telling the mind to stop something. The problem is that in order to get better in most athletic endeavors, athletes must push their bodies into an area that often causes some sort of pain[1].
A couple things eventually happen. First is the athlete starts to associate pain with progress. This is actually a bad thing since pain should always remain as valid feedback and signal a person to think about the actions they are taking. Second and more import is that the athlete accepts the pain and deals with it. Like most things in life, it sucks a lot more until you know what to expect. For example, getting punched in the face causes pain, but more than that it causes surprise. Remove that surprise and even if the pain is the same, the athlete will now react in a more sensible way from the punch.
For reference, I don't do any long distance (5k is what I maintain) running but have always played various sports, trained in MA, and primarily powerlift now (at least until the ski slopes open!).
[1] After experiencing all sorts of pain over the years there are definitely good pains and bad pains. IMHO, it takes time and experience to recognize what pains are what :)