Big hugs and prayers for you! Those first few days can be really tough, esp when you are so tired and your body is adjusting to so much! It does get easier. The first few days, you are both just trying to learn what to do!! And when you are so tired, it is tough to focus on getting the baby to have a full feeding, but try as much as you can to get him to feed at least 10 minutes on each side so that he will be full. You can try changing his diaper between sides to help "wake" him up a bit so that he will get full feedings. The first two weeks, the goal for feedings should really be a full feeding each time....and try to go at least 2 1/2 hours in between feedings (counting from the beginning of one feeding to the beginning of the next). The EASY cycle can take a few days to get into, but it really is a great "schedule" once you implement it.
It sounds like he is using your nipple to suckle for comfort- the pacifer should help you with this for now.
Have you tried Lansinoh for nipple soreness? That helped me alot the first few weeks, and it is safe for your baby!
Remember too that it is important to take care of you- you need rest...and if all else "fails" (diaper's clean, been fed, isn't hot/cold/overstimulated, etc, and you've tried to comfort him) and your baby is still fussing- it
is okay to let the baby cry....just think of it as "exercising" his lungs for a little while!
We have all been there...and again, it does get better- hang in there. Hope that helps a bit!