When your doing something such as some sort of activity, and you feel pain your body is telling you to stop immediately. when you feel pain it is hard to ignore. Your body won't stop sending signals until it is taken care of.
Pain can very. If you cut yourself with paper or something sharp you will automatically feel the pain from it. When you get cut, the blood cells that sit on the ends of the nerves that connect to your spinal chord. When that happens, your brain sends waves to your body that you are hurt.
When you prick your finger or something like it causes tissue damage. This registered by pain receptors in your skin. Each pain receptor is at each end of the nerves in your body that connect to your spinal cord which connects to your nervous system. This send electrical signals to your brain which cause you to feel pain.
The reason we feel pain is that when we touch something hot or sharp our nervous system sends waves to our body to immediately pull away. All physical pain begins with nerves. If you step on a rock, you will react differently than when you step on a soft toy. Your nervous system send different reactions to these different objects.