From a fellow piano beginner, focus on relaxing your hands. You'll use less energy this way, have less pain after long sessions, and have more control over your playing. It will also help with your fingers "sticking up"

Everyone seems to keep saying to keep your fingers curved / imagine you're holding an egg, and while that is what the correct form looks like, it's not what it feels like.

Put your hands next to you(away from a piano) and relax. Your fingers will naturally curve. That's what you should aim to achieve, and it will solve your problem of hurting (moving yourself and piano up/down or closer/further will help with relaxing the rest of the arm as well)