Clubs can be hard on you -- no matter what you buy, they're likely gonna hurt your hands a bit until you get used to them. As your catching skills improve, it'll get better: some advice is to learn to catch in the non-bony part of your hand and don't wear a ring. No, not even your wedding ring :-(
Also, consider wearing gloves if you have severe problems. I developed a painful bruise learning to pass, and now occasionally have to wear a biking glove on my left hand when I'm juggling clubs. I was happily surprised to find wearing a good glove didn't affect my control at all. Some hints:
Enjoy!