Yes, the purification process is very painful as the sins of the people there are revealed to them and their souls are sanctified.

Purgatory is not all suffering. There is also great joy as the people there know that they will one day be with God in Heaven.

St. Catherine of Genoa said that "God inspires the soul in Purgatory with so ardent a movement of devoted love that it would be sufficient to annihilate her were she not immortal. Illumined and inflamed by this pure charity, the more she loves God, the more she detests the least stain that displeases him, the least hindrance that prevents her union with him." She also said that "apart from the happiness of the saints in heaven, I think there is no joy comparable to that of the souls in purgatory."

Part of the pains in Purgatory is the intense desire to be with God in Heaven but being unable to enter Heaven because they are not ready yet.