Ahh, well there's your problem. Your face shouldn't be competing against a straight razor. The face, and the razor should be cooperating so that the whiskers will lose.
Quick list of things to think about:
Who sharpened the razor? I don't need the name, but if it was you, that might pose a problem, friend.
How many videos did you watch, and were they of straight shaving veterans, or straight shaving noobs? New guys post videos of their firsts all the time, and that's not good technique to be learning from.
Do you know the difference between 20, 45, and 75 degrees? Not trying to be a smart alec, but some guys don't. It's gonna be important to know if you're sticking with it.
Even a bad shave shouldn't hurt! If the blade is hurting you, something isn't right with the edge. A properly sharpened edge will cut you good, but it'll do it with very little pain.
Then again, I could be wrong, I've never made a cut like Bens talking about.

Last thing to think about: Isn't it gonna be awesome in two weeks when you can shave your face with a tool your great grandfather used? I'm stoked!

PS: I don't need answers to any of those things. They're all just things to consider in your beginning days. I've only got about 4 months on ya. I'm no expert in any of it, except maybe accumulation. I'm awesome at that part.