I too had braces. It did not hurt at all to have them removed. In fact, I really enjoyed getting them off. My teeth were a bit sore when chewing for a day or two, but it was nothing more than mild discomfort. Your dentist or orthodontist will decide what type of retainer you need. It is important to wear them as instructed. After a few months, I did not continue to wear my bottom retainer and my teeth slid back out of place. Most of the time, you will be given a top and bottom retainer to wear when you are sleeping. These retainers can be removed and sometimes you even get to pick the color. Occasionally, a dentist may want to use a permanent retainer. This kind stays in place all the time. It will really just depend on your personal medical needs.
I remember when my braces came off I was ecstatic! I would have suffered through any amount of pain to not have them on my teeth any longer. As for the type of retainer you will get, many retainers are different (as litteacher mentioned, you dentist will determine that). One suggestion: wear your retainer as suggested or your teeth will move back.
I had braces for several years, and believe me, they hurt MUCH WORSE while they were on than when they came off. It was a great feeling to rub my tongue across my teeth again without feeling the metal attached. Wearing a retainer wasn't so great (and I also had to wear rubber bands--this was the 1960s-1970s, understand), but it beat the braces, and the retainer was primarily worn at night.
Your dentist will be able to tell you what kind of retainer to get. It does not usually hurt, but your teeth will be sensitive. Also, it will feel strange to eat for a few days. You'll probably want to take a day or half day off from school because you might feel it at first.