"Life is pain, Highness. Anyone who says differently is selling something." --Westley, from The Princess Bride
There are many different types of pain and some people can bear a lot more of each kind than others.

Many people also use self-inflicted pain (in what many deem is a bad way) as a cure for other pain. I went through a pretty bad period of depression. There were times when I had so much emotional pain that I almost writhed in a fury. I needed some touch with reality. For a while, I would take my pocketknife and cut myself...nothing big...just enough to make me FEEL something...anything, and give me a touch back down to reality and some control over my situation. I no longer do that, and don't have any scars to show, and I guess I'm lucky for that. (I've actually never told anybody that before.) For some people, physical pain is a way to control their lives. Although this is certainly not the long term healthiest solution, in the short term this pain provides a lot of relief.

Despite all of its negative connotations, it can also be very addicting. Long distance runners can get a "runner's high" from the lactic acid buildup in their muscles. Lastly there are also masochists, who for them, pain is pleasure. Perhaps they can just be lumped in with the long distance runners *grin*.

Although most people in our day and age go to great lengths to avoid pain (and pursue pleasure), pain can be a positive and transforming experience. I had my lip pierced about five weeks ago. It was certainly not my first piercing and it certainly hurt a bit. Yet, for me, it was an ecstatic and transforming ritual. Piercing is not just a trend for me. It wasn't at all for the shock value. I would imagine that other people yearn for this sort of transforming ritual. This kind of experience (of which pain is part but not all of) is the reason that many people get pierced or tattooed and immediately start wanting more. I also think that choice of that pain has a lot to do with tolerance regardless of the amount. If I get a piercing, it was my choice, and I don't mind the pain. If I get a small cold, or burn myself when lighting incense accidently, it's a lot harder for me to deal with and tolerate.