If you're up for it, you can give yourself a little protection of the fake callus variety by dabbing superglue on your fingertips and letting it dry. DON'T TOUCH THEM TOGETHER!!
It doesn't last long, but it can give you a little extra something as you learn and until you build your own calluses; you'll be so very proud when you do.
I had a hard time, too, and OTP suggested that I switch to nylon strings while I was learning; it helped a lot, but once you change your guitar to nylon (if it's not a classical already), you have to change the nut, too, so it's not a change to be made lightly.
I'm of the "start cheap and upgrade later" school myself (though I can see the argument that a great sounding guitar might be more motivational); my first was a $99 Walmart special. I didn't want to feel guilty if it sat in a corner, and it did for like 2 years. But she was and remains a decent sounding guitar for the price. And then I went to guitar camp and saw all these beautiful instruments, and it was all over for me.
Be careful; guitars are like tattoos...almost no one gets just one. Guitar Acquisition Syndrome is a real disease! Good luck learning; you'll love it, even when you're cussing.