I went to the orthodontist to get my braces tightened and now my cheek hurts?

Return to DDS. You may have a wire poking you in the cheek. Either place some wax against the sharp area or get back to your orthodontist (or both!).
Wait/wax. Sometimes an adjustment may cause some brief irritation of the tissue inside your mouth. This is typically very temporary and goes away in a day or two. In the meantime, you can use some dental wax to create a buffer between the bracket and your cheek, although its a good idea to allow the cheek to get used to the rubbing of the bracket. If it persists for more than a few days, contact your ort.
Multiple. Soreness can be from tissue manipulation, small piece of wire sticking out, irritation from braces "sticking out", bumping the area, or tooth movement. Try Ibuprofen and salt water rinses. Soreness should disappear in just a few days. If not, call your orthodontist. Orthodontists are there to help, and welcome inquiries.
Muscle soreness. By cheek pain I am thinking you mean internal pain. If this is the case, tightening braces can cause bite or jaw positioning changes that can cause muscle fatigue and pain in the muscles in this a rea.
Call orthodontist. First, give a call to your orthodontist for recommendations. Beginning warm salt rinses can help to relief some of the initial discomfort. Depending upon the procedures that were accomplished, the orthodontist will provide other suggestions to you.
Pokey wire. It may be due to a long wire that is rubbing your cheek. Call your orthodontist and have it checked.