Trip Tight grip can definitely cause slow writing. I find that a loose grip is best - the kind of 'wiggly pen trick' kind of loose maybe plus a bit. A good indication of whether you're holding too tightly is the last joint on your index finger; if there's a lot of pressure on it, it'll bend toward the pen
like this, don't do this. I think there's a whole article about poor grip = poor handwriting that goes with that picture,
here but I didn't read it, so take it with a grain of salt. If someone tried to pull a pen out of your hand, it shouldn't take much effort. Harder than pulling a straw from a cup, but easier than pulling the lid off of a standard gluestick,I think. It's hard to describe
It shouldn't hurt to write, even after a few pages. I suppose that in general though, if it hurts it's probably not a good thing.
Also keep in mind that it might just be the pen - I personally can't write with a pen or pencil that's thicker than my finger because I'll get cramps or my hand will hurt, for example.