Saying 'the pain' is referencing to a specific pain. But saying you don't enjoy pain is general.

The is a "definite" article and used when referring to a specific noun known to the speaker and/or listener. In the example above, it would be used to talk about a specific type of pain (physical or emotional). - I've broken my ankle and the pain is unbearable. When used without the article, it simply refers to the noun in general (I don't enjoy all types of pain). - I don't deal with pain well. Hope this helps!