I heard hard contact lenses hurt a lot more than soft contact lenses. Is this true?

No. Hard lenses, or gas permeable contacts, may be just as comfortable to some people as soft lenses.
I think, yes. There is no doubt that initially, hard (gas permeable) lenses are more uncomfortable than soft lenses. Later, people are comfortable with them, but that takes time. There is an adaptation with gas perm lenses that is not present with soft lenses.