Does it hurt to get a brain MRI with and without dye done?

No. There is no pain but some people are uncomfortable due to claustophobia, noise and position.
Just the IV. An IV is placed to inject the contrast. Otherwise, the procedure is painless.

Related Questions

Is there any pain involved in a brain MRI without dye?

No. The answer to this question is simple: there is no pain associated with a brain MRI study with or without contrast.

How accurate a brain MRI without dye injection really is in detecting problems like tumors, bleeding or inflammation of brain?

Very accurate. MRI in the head even without contrast is very sensative. Contrast is useful for small findings or to help define what we are seeing. This can also be done later if needed.