Well, I got one of those begginers questions!

"My fingers really hurts!"

I just bought my guitar this month and it came with "default" strings that i really dont know the specification.
I started trying Stage 01 yesterday, and after just 5 minutes doing chords, i just cant continue.
Im not the kind of person that feel to much pain, so, i think its really hurting me.
Is there a possibility that its the strings? I notice that the first fret is the most difficult one (doing the E chord - First finger).
Is it normal?
By the way... the A chort is pretty difficult

My first finger have to press really hard cause it stay away from the fret.
D chord is easy

Thanks!