Latching baby

Hello fellow mummies, wanted to ask if latching baby suppose to hurt on the nipples? My nipple hurt whenever baby latches on but the pain goes away after a few sucks. just wanted to know if it’s normal or it should not hurt at all? Baby’s 19 days now I assume I should be over the sore nipples stage since he’s been latching since day 1. I’ve been trying to learn to do deep latch but I’m not sure if I’m doing it right