Congrats! Sounds like a solid start.

As Brenngun said, the stinging will get better with practice. In addition to figuring out the angles, a lot of guys use too much pressure when starting out, and once a lighter touch is developed, the stinging decreases. It will also take some time for your face to get used to you dragging a single hunk of very sharp steel across its surface. These things all improve with time.

Another thing to consider is whether the razor was professionally honed before use. The Dovo factory edge will generally cut stuff, but it (again, speaking generally) won't be as sharp or as smooth as a truly shave-ready razor.

Since your razor is a full hollow ground, you should expect a fair bit of sound as you shave with it. Generally speaking the more hollow the ground of the razor, the more sound will be heard when shaving. So that may account for part of what you're hearing.