Braces suck for about the first month, but after that, it really isn't that bad. Do you know how long you're supposed to have them on?
Ah yes, forgot they'll hurt your teeth for a while when you have them put on for the first time. They make eating really painful at first >.< They'll be heat-activated, so you can also drink cold water or have a nice cup of ice-cream to help lessen the pain at first.
Hopefully you've been given a packet of wax. This is used to cover bits that were a bit pointy; just make sure to dry the area with a cotton ball before applying.