Congratulations! I'm sure you're about to get a ton more thorough advice from other ladies here but here's my little list:
1.) Lansinoh. Or any other nipple cream, of course. But have some handy right away (like yesterday) and apply, apply, apply after every nursing session.
2.) I think La Leche League is so awesome, but I feel like when they say "If it hurts, you're doing it wrong" they're really neglecting the number of us who are doing it right but just have wonky nerves in the wrong spot at the wrong time. My left nipple HURT for a long time. That's just how it was. Our latch was great, it never got chapped and bled but it just made my toes curl. I suspect it was simply a nerve ending that was just in an unlucky spot. But I was diligent and within 4 - 8 weeks it started to feel normal, maybe numb, callused, jaded, I'm not sure. But I'm so glad I didn't give up and just trudged through it.
Breastfeeding can hurt. But there's a light at the end! It gets better! Remember that!
3.) My mom was a breastfeeding consultant, so I grew up knowing that I was going to breastfeed. There's no other option in this family I think that "militant" attitude helped me. I didn't give myself another option and therefore the painful early days, the hard days when I feel like my body is not my own, summoning the strength to nurse in public, not being able to ingest certain meds and food, etc. were all just part of the territory. Sorta like all the discomfort that comes with a menstrual cycle... we soldier through it because we have to.
Of course, BF won't work for everyone and there should be no shame in using formula if you have to. But if it's just a mental block against the discomfort then this tip might help.
ok, my nursling is being very wiggly, so I'll have to leave it at 3 tips. I hope any of this helps. Good luck!