When playing, you need to use force only at the tips of your fingers in order to produce a clean sound. This may cause some pain at first and possibly visible “lines” at the tips of your fingers.
Don't worry, it is perfectly normal and even a "badge of honor" for guitar players.
Here are a few tips to manage the pain:
If it feels too much, just take a break and come back to playing later.
Build up your practice slowly. Playing 15 minutes a day is enough.
Keep in mind that the pain is temporary, and it will get better once you are more used to playing the guitar.
Nylon strings are easier on the fingers than steel strings. Check at your local music store if they can help you out if your strings are getting in the way of your playing.
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