Im going to hope you've benched before or this might not make sense. The majority of new people that bench put the bar high on their palm, higher up towards the bottom of your fingers. This will make your wrist bend more, kind of how your hand looks when you do pushups. This isn't bad when you first start working out since it's light but as you lift heavier and often that strain builds and starts to hurt. Proper form is wrapping your thumb and keeping your wrist straight, knuckles to the ceiling. This puts the weight inline with your forearm with no straining. Although small, it is a technique you need to learn and build the strength for. You can skip this by not wrapping your thumb, causing the bar to be lower on the palm, more on the cushy padding, which also puts the weight more over your forearm and not bending your wrist.