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2 kinds of pain on a saddle
ass bone pain, your ass hurt, but this is normal and you should just break in your ass. Ride through it.
Genital pain. Or aching or numbness thereabouts. Or nerve pinching. This is very bad and means your saddle doesnt fit you and has to be addressed or it will cause damage.
What saddle you'll find comfortable and will fit you is more or less trial and error. You can size them by trying to work out your sit bones but that only does so much. I'd just pick one you like the look of and try it. Also you might find adjustment is the problem, not the saddle itself, so what might make sense if you can't work it out yourself is having some fit advice from a shop and they might let you try out saddles too.