Do belly hernias hurt?

They can. Umbilical hernias are exacerbated by anything that increases pressure inside your abdomen (bearing down for a bowel movement, sneezing, lifting heavy objects, etc.). This will likely cause pain at the site of the hernia. If you haven't already, you should consult a general surgeon for correction, unless you're asking about an umbilical hernia in a baby, in which case they usually go away by age 2.
Possibly. As there are many different types of hernias; particularly those that involve the intestines the answer is yes. Some types are 'surgical emergencies' so if your hernia hurts then please get with your doctor asap.
Yes. A hernia is a defect in the abdominal wall that allows intestines or fat to push out of the abdomen. They are often painless, but pain can indicate incarceration (the content will not reduce or go back in) or strangulation (the content's blood supply is in danger). It is not possible to determine if this is the case without being examined, but if it is the case, it is an urgent problem.