Nexus should feel secure, but it should not cause pain. If it feels uncomfortable, first remove it and reinsert it more gently.
You may also need a different eartip size. A tip that is too large can create pressure, while a tip that is too small may not sit correctly.
If the device causes pain even after trying again, stop using it and contact support or a hearing professional.
Need more help? Contact Ceretone Support at (866) 283-4262 or support@ceretone.com.