The pain is temporary, but YES it does hurt! Make sure all of your nipple areola is in his mouth and if you are the least bit worried that its not visit your LC - usually the hospital has one that you can go back and visit for free, if they suck call around
I found that sleeping without a bra/shirt helped my nipples heal and be alot less tender....the flip side is I had to sleep on a towel or two for a while until the girls stopped leaking so much.
Make sure when you use the Lanolin that you are rubbing it between your fingers first to warm it up and make it easier to apply - it took me WEEKS to do this and I wondered why it hurt so bad to apply. I found keeping my tube of Lanolin on my cable box kept it warm and thin so it was super easy to apply.
The soothies pads, or tea bags are awesome for when they just hurt so bad you wanna cry - hopefully you don't get here, but it happens and it will totally stop I promise.
His poop is totally normal, it will get seedy looking and weird and it will likely be that way almost everytime you change him

As long as he is peeing/pooping you are doing everything 100% perfect and there is NO need to worry or even consider supplamenting or that anything is off.
As for pumping, I started at 11 days PP and I think I started a little too early just for sanity sake. I think if you really want to have a storage supply you are going to want to invest in an electric pump even if its only a single one.
Do not freak out if you only get tiny tiny amounts for a long time that is NO reflection of what you are actually providing to baby. (Even 6-8 months from now)
I started by pumping both breasts after I nursed him, I also would vary pumping one side while he nursed on the other.... to be honest this is tricky in the begininng bc you are still needing to assist them in latching on and holding them to your breast - in a few months they will be a pro and this will be so much easier but still a tricky task.
In the begining I would pump into one Medela storage bottle throughout the day bc I wouldnt always fill it right away, once it was full I would date it and put it in the freezer.
In about a month of not pumping everyday I already had this much

So you can definately get a stash built up quickly!
I am excited for you!!