Pain is the subjective interpretation of sensory input from the nervous system, primarily from nociceptors (injury-specific receptors). It is your body's way of letting you know that you are injured or in danger of being injured, and has been shown to evoke a powerful pavlovian reaction, preventing the person from further exposing themselves to similar situations.
As pain is a subjective sensation, causes of pain can range from true injury, to imagined or neuropathic pain.
People who enjoy pain are called masochists. Template:Expand