My stomach always feels full and very painful. Why?

Sounds bad. Although it may be something benign, we can't tell unless you undergo testing. I would recommend you see an md to get it checked out and make sure it's not serious.
Early satiety & pain. Early satiety and stomach pain could be due to many things including gastritis of various causes (h. Pylori infection, medication-induced, etc), delayed stomach emptying due to autonomic neuropathy (as in diabetes), ulcers or masses in the stomach. Please go see a doctor for evaluation.