No you should not experience pain after a filling. It may be a litte sensitive but you should not feel pain. I would go back to the dentist or a new dentist and get it checked.
You may have a lot of pain depending on how deep the cavity was and this should go away after a day or two. If you do not feel any better after two days then you should consult your dentist since there may be another issue.
there will be a minor discomfort as the Novocaine wears off. its like the pain is 'catching up' with your teeth. taking simple tylenol and relaxing should help with the pain and it should wear off soon.