Some things I wish someone had told me when I got my first guitar:
* A better guitar will be easier to play than a cheaper one. There are obviously rapidly dimishing returns as you go up the cost scale, but the difference between a low-end and medium-end guitar really can make the difference between "easy to play and nice-sounding enough to keep going" and "so frustrating that you give up".
* If at all possible, get your guitar set up. ("Set up" means adjusting the action and intonation.) You can try to do it yourself, but taking it to a pro is well worth it. A cheap guitar with a good set up is easier to play and sounds better than a high-end guitar with a shitty set up.
* Electrics are much easier on your fingers than acoustics. All of the sound energy in an acoustic guitar must come from the strings itself. They therefore need to vibrate farther which means they have to be higher up away from the fretboard. That higher action means it takes more force to push them down, which is what hurts your fingers. Electrics rely on amplification so the strings can be really close to the fretboard and only require a gentle touch.
I hope you have a great time playing! Guitars are engineering marvels.