A well-made, custom-fitted oral appliance should not hurt. It should fit very snugly onto your teeth but not be pushing, pinching, or pulling on a particular tooth or area of your gums.
Holding your jaw in a slightly open and forward position does put pressure on your teeth. After all, it is your teeth that allow us to reposition your jaw in a forward position and hold it there while you sleep at night, and thus keep your airway more open.
More oxygen is a good thing. If your teeth ache or feel like they rebound after you take your dental device out, or if the pain persists more than a few hours, then you should contact our office and let us make a simple adjustment to make your mandibular advancement device fit better and be more comfortable.