Stretching doesn’t hurt, but tearing your connective tissues does (overdoing it). Most people don’t understand the complicated thermal dynamics involved in “warming up”; the connective fascia literally binds water to itself in order to radiate heat away more effectively from where the piezoelectric collagen is stressed and resisting. When your tissues are cold, they cannot support as much load without straining and breaking. If you stretch and it hurts, that means things are breaking. If you warm up first, the forces through the connective mesh are distributed well and nothing breaks and nothing hurts until the end of the safe range of motion.
For a more thorough explanation, just ask.
Tl; dr: it hurts when you hurt you and stretching doesn’t hurt. Get warmer first.
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