Welcome! You'll definitely learn a lot here. Here are some most likely obvious thoughts for ya to get ya started.
Don't expect a pipe to smoke like a cigar... for a lot of reasons. I say this mostly because my brother-in-law, who also came from cigars apparently didn't know some of the following...
1. Don't expect cigar-class volumes of smoke to come with every puff. Different pipes, packs, tobaccos and on and on produce different amounts of smoke.
2.Don't rush smoking a pipe. Take your time and ease into a flow that works for you. Pipes are hands on and require re-lights, tamps and so on.
3. If it goes out, don't think you did something wrong. The concept of a two-light smoke for pipes is a pipe dream in my opinion. It just doesn't happen every time, nor does it need to.
4. Everybody has their way of doing things around here. That's because there are lots of ways to smoke a pipe well. Some ways work better for some.
5. As in the cigar world, a high priced tin doesn't always equal the best smoke to fit your tastes. There are lots of good tobaccos out there that won't break the bank.
I hope that helps some. Enjoy the site, and welcome!
PS. If your mouth hurts after a smoke, you might be doing something wrong. This isn't a bloodsport.