First of all, with thrush you can use her meds- which in my opinion is a better option then using a cream and having to wipe it off before feeding especially if your nipples are also affected and tender.
As far as the initial pain, I have been told that my nipples are longer than most and when she would first latch she would draw the nipple out as it positioned in her mouth and it hurt like heck, especially at the beginning.
I hope those answers help you out a little bit!