The first step would be to check that you contact lens is thoroughly clean. Remove the lens, clean and check, also check that it is the lens for the correct eye if you wear different prescription in each eye. Inspect the lens for any rips, tears, or debris before applying. If you discover a rip or tear, discard the lens. Should you discover any makeup, dust or debris give your lens a good clean with your contact lens solution and try again.
If you still feel discomfort after checking ad cleaning, immediately remove the lens and do not wear it as this may irritate your eye further. Make an appointment with your Eye Dr as they will be able to advise and help.