I've experienced it a lot of times. It's not like real life pain, but you do feel something similar. Once, someone kicked me on the downside (in my dream), and I literally jumped up from my bed and screamed at midnight it was painful. Another time, I dreamed I accidentally stabbed my own left eye (dreams are weird), and I felt a very sharp pain. Once, I broke my toe in my dream, and it was painful. I thought it was normal and everyone felt it until my frns told me it's not.