Pain – in short – sucks. Damage though, that’s when you get into trouble.

Pain gives us information about what’s happening to our body. Sometimes that information deals with instantaneous stimuli, such as when you miss clipping in an bang your shin on your own pedal (maybe that’s just me). Other times it can slowly build, indicating that you’ve continued to do something that your body doesn’t enjoy, like riding with your hands in the same position too long. It’s a defense mechanism, designed to make us aware of something that may ultimately cause damage.
Damage however, is the real issue.