Just found out 6 weeks pregnant. Do I wean myself off pain pills or stop cold turkey?

Talk to your doctor. It depends on the type of medication and how many and how often you are taking them. Stopping cold turkey is likely not dangerous in itself, but can be stressful, which is not good for pregnancy. You should talk to your doctor about the best way to safely wean off pills.
Yes. If a med is not safe in the first trimester, an attempt at stopping it should be made as soon as possible. If the med has dependency characteristics (narcotics, controlled substances), it should be weaned to avoid withdrawal symptoms. Rarely, pain medications may be necessary throughout the pregnancy and these babies must be watch carefully and treated for withdrawal/dependency.