How do you make climbing shoes not hurt?

First, the real key to making climbing shoes not hurt is to actually buy the correct size, and to not downsize to the point where you are in unbearable pain.

Sizing down is fine, as long as you know what you are doing and not sizing down too much, and that you actually understand the concept of sizing down and how shoes stretch.

The other crucial key, assuming you have bought the correct size, is to just wear them and climb in them. That really is the best way to stretch them.

There are many different methods of stretching them, such as just wearing them in the house, sleeping in them, showering in them, and many others.

A quick search can show you a lot of crazy methods, which some may work, but, even after doing those methods and having the shoe actually stretch, when you put it on and climb in it, it still won't be comfortable since it was not stretched in the same way that you would stretch it while climbing.

When you climb, your shoes bend and twist in all kinds of ways, ways which can't really be mimicked by just walking in them, sleeping in them, or putting them in the freezer, or by any of the other strange methods. Your feet need to be in them and need to be what stretches them.

Just climb in them, they will stretch and fit your feet much better, and they will be stretched in according to the way you actually use them on the wall.