In training, don't seek out pain. That's a tricky habit to avoid because weight training requires the application of physical stress to your body, and that means getting out of your comfort zone.

There are two related issues at hand here:

1. There's a fine line between discomfort and pain. The former is an essential requirement of effective training, and the latter must be avoided at all costs.
2. Not all pain or discomfort is productive. Just because something hurts or is very difficult doesn't mean it's leading you toward your goals.

A good example of this is the various forms of "unstable" training, such as performing overhead presses while standing on a BOSU balance trainer. Sure, it's super difficult, but if you did this same exercise while standing on a stable surface (the floor), you'd be able to use significantly more weight, which would be a much more effective adaptive stimulus for the target muscles.

Understand that discomfort is associated with, but not causative of, effective training, in much the same way that tallness is associated with, but not caused by, playing basketball.

Focus On Progress, Not Pain

If your numbers are moving forward, it's a sure sign that your training is on track, whether it hurts a lot or not.