My eyelids hurt until I pull the lash that causes the pain out. It is usually near the skin and it is not trichotillomania the paincomes each month, right in the middle of each eyelid. I always pull so many lashes out that I end up with a huge bald spot.

Trichiasis. Misdirected eyelashes (trichiasis) or eyelashes growing from the wrong place (distichiasis) that invert and rub on the surface of the eye (cornea), are very irritating. The symptoms of scratchiness, tearing and pain are common. Sometimes it can lead to a corneal abrasion, infection and scarring. The lashes can be epilated (pulled). If they recur then electrolysis or minor surgical procedure.
If . If the lash is turning inwards, then permanent removal would be the answer. If it is not the lash rubbing against your eye, then it is probably a recurrent stye or blocked meibomian gland. Try some hot compresses to open it up instead of pulling lashes. A general ophthalmologist may be able to examine and treat, although oculoplastic specialists are better suited if permanent removal is needed.
The . The issue is more likely related to the glands at the base of the eyelashed--i would see an ophthalmologist or an oculo-plastic specialist to evaluate and get you past this issue.
It . It may be trichiasis, misdirected eye lash. This is a common problem and patients find relief when the hair or hairs in question is removed. Unfortunately, the eye lashes will grow back causing repeated symptoms. When the symptoms reoccur, see you local ophthalmologist for n evaluation before you remove the lashes.