Pilates shouldn’t hurt.
You might find that you’re working your muscles to the point of, ooh, I’m doing something, but it should never hurt.
No pain should ever be felt in a class. If you’re feeling pain before you come to a session, then you should obviously let us know to make sure that we modify anything necessary, but we shouldn’t be doing anything that’s going to cause you any pain and any Pilates teacher that tells you otherwise, avoid them like the plague.