If you have just bought hearing aids and they are causing pain, or even causing other problems you should stop wearing them for a few days and see if the problems go away. If not you should go see a doctor right away. If the pain doesn't go away after not wearing the aids for a few days then you could talk to the maker of you're hearing aids.
There is a chance that your hearing aids are too large for your ears. If that is the problem then you might need to get smaller hearing aids. If they aren't too large, then there is a possibility they have some rough spots on the earring aids that need to be filed down. You will want to take your hearing aids to a specialized to do this.
If you are just buying any kind of digital hearing aids then you should make sure the company you are buying them at, online or not has a so many risk free trial. This will let you know if the hearing aids that you bought will work for you. To do this you need to wear the hearing aids. If you develop pain after so long then you should contact the company and see what they suggest.
You're goal is not to go without you're hearing aids to cut down on the pain. But to stop the pain so you can continue to use you're hearing aids. Trying to let you're ears heal for a while before you wear you're hearing aids.
If you've tried everything, the next best coarse of action is to go to you're doctor. From there you can get you're hearing aids fixed. Make sure that you do get you're hearing aids fixed. You bought you're hearing aids to hear well. They can't help you if you aren't wearing them.