I am feeling pain in my ear due to using Surface Earbuds.

I am having the exact same experience.  I pre ordered when they were announced and then forgot about them.

Then last week Microsoft emails me so I ordered them.

They do not sound very good, not very bad either, but they definitely do not sound as good as many other ear buds in that price category. 

When I use the small and medium rubber tips they fall out.

If I use the large rubber tips and screw them in all the way then they stay put but start hurting like hell almost immediately. 

While wearing them it is very easy to touch them without wanting to. Sitting on a couch does not work because every time the earbuds touch a pillow they do something, turn off or on music, closing or opening a document, or Siri, or OK Google, it is really very annoying.  This design is everything BUT intuitive, it is user hostile.

I was really excited about these until I got them, now I hate them. I have requested a return.

I also own powerbeats pro and I love them, their sound blows the surface earbuds to the moon and back.

Perhaps it's my ears, I have read many reviews stating how comfortable they are, my experience differs vastly from that.

Uncomfortable, not secure in ear, bad sound, less features than most other earbuds in that price class, it was a truly bad buy.

Just found this thread, and it looks like no one from Microsoft has commented yet. Unfortunately, I am in the same camp as the OP. I just got my buds yesterday. I ordered them after checking the reviews, which all commented on how comfortable they were to wear, and how they were great for outdoor exercise since they were fitted snugly into the ear. The only negative seemed to be that they didn't have active noise cancellation, which I was okay with since I wanted them for road cycling and I need to be able to hear the traffic overtaking me. 

I tried all of the tips, then settled on the mediums as the best fit. I found it was quickly very painful to use gestures on my right ear. Just the force of swiping to adjust volume hurt!

Today was the first day riding with the buds. I found that I needed to crank the volume but I could hear fine and still hear traffic. Unfortunately the left bud fell out after only about 10 miles and it was just a fluke that I felt it slip and was able to catch it while riding. Before I return these I wanted to find out - is this just what I will get with these buds or am I doing something wrong?