Pain was an Eternal and was one of the Menti Celesti, the goddesses of Gallifrey. She represented and embodied pain.
She was oldest of the Menti Celesti, even older than Death and Time.
She came into being when Chris Cwej and Ishtar Hutchings had sex. Ishtar gave birth to Jasmine Surprise Cwej-Hutchings, who went on to have sex with Ricky McIlveen (a powerful psionic), who in turn gave birth to Pain, (PROSE: Happy Endings) being created from the dreams and thoughts of Time Lords and becoming personified into an "abstract universal entity." (PROSE: Human Nature)
She appeared to Bernice Summerfield in a dream, telling her about a vulnerable nerve cluster on a Time Lord's shoulder. (PROSE: Set Piece)
Pain, along with Death and Time, attended Bernice Summerfield and Jason Kane's wedding in Cheldon Bonniface. (PROSE: Happy Endings)