if you're JUST starting, some discomfort might be expected. your nipples have to get used to being used as a food source. Its NOT normal if you have cracked/bleeding nipples. If that's the case, youtube some different holds and how to latch a baby. Or go to kellymom.
Definatly don't just pull baby off, like another said, break suction with inserting your finger on the side of the mouth, if baby gets fussy when unlatched then he probably just fell asleep but is still hungry. Breastmilk is very comforting to them, I used to sort of tickle her cheek, nose or chin to wake her up enough to finish eating because they do often fall asleep. I also never got caluses on my nipples, they just seemed to get used to it. I also agree that daddy can do diaper changes, dressing, baths etc. Also lots of holding and playing :)