Compared to other aspects of dentistry I think Orthodontic treatment is relatively pain-free however when you have any appliance first placed on the teeth it's normal to expect a little bit of aching and discomfort for the first 24 to 48 hours.
Some people need painkillers, some people just need a soft diet, some people can put up with it. Depending upon the type of appliance that we use sometimes you may need to use relief wax to help alleviate the rubbing of the brace.