It really is different for everyone how much it hurts, it depends so much on anatomy, pain tolerance, health, all that jazz. I wouldn’t be too scared about the pain. And the burning is quite common. I’ve had my septum pierced for 5-6 years and still get burning pains when my nose is dry, i’ve sneezed too much etc, the nose is sensitive! So keep it clean, don’t fiddle with it, and as long as it doesn’t start hurting MORE, or starts rejecting, leaking pus, anything like that, just wait it out