Yes this is normal, if you think about it, this hole is an exit rather than an entrance.
If it is still painful after 5 days, i would definitely see your doctor as you may have done some serious damage, but depending on the pain that you are having, do this sooner rather than later.
If there is no blood then you should be fine and the area will just be tender, but remember that it is better to get checked than to simply sit there in pain.
Maybe apply ice to the area to see if that helps for a while or sit on a hot water bottle for an hour or so.. take some paracetamol and just relax, the more you think about it the more it will hurt!