In short, yes.
The skin is abraded, the muscles work harder due to the “no-give” compared to the cushioning they’re used to, and can be bruised, and the bones are similarly not used to that type of impact and can be bruised and suffer micro-fracturing.
Edit: the nerves generally just transmit the pain signals from these other body parts, but any damage to the nerves (which wouldn’t be as likely in normal walking) would also be perceived as pain -specifically burning/tingling – or numbness.
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