Hey Jeremy.
It’s not supposed to hurt, normally. This doesn’t mean that it never does, a lot of “weird” stuff can happen when you try WILD. But it’s nothing to worry about as long as it doesn’t happen all the time. Try again, my guess is that it won’t happen anymore.
To WILD succesfully is a pretty hard job to do when you try it when you go to bed at night. In stead, try it combined with WBTB or when you briefly wake during the night (my personal favorite). To enter a LD from WILD, you have to use some kind of an induction technique to actually pass the treshold from wake to sleep/dream succesfully. One is to focus on the HI, and when they get more pronounced, try to let yourself be suck into the HI, so that you become an actor, instead of a “movie watcher”. Personally I use a different method, one which you can find here. If you browse the forum (for example the Big WILD topic), you can find many more such techniques. Good luck with it!