yes! gel ones do hurt! at least your store lady told you.. i learned the hard way.
i bought the same kind (gel) and had fun with it.. i was so sore after i took it out, it felt like i was burning and itchy.. it went away after 10 minutes but it hurt! and its not something you can return back to the store! lol
yes.. put a condom on it.. its worth it.. or go buy another type of dildo.