In addition to the excellent comments everyone else has already made, I want to share that my thigh holds had stopped hurting some time ago and recently began hurting again. I feel there are a couple of vital reasons for this.
1.) As the weather has cooled significantly the air has become dryer, which means my skin is liable to be dryer and therefore more vulnerable to friction burns.
2.) I usually do my poling when the steam radiators at my apartment are on. This means that extra humidity is in the room at that time and the pole is liable to become very warm at the higher parts, and these factors can lead to extra skin irritation from pole friction.
Just tonight, TrophyWife asked me to try the Allegra in chat for the first time. One gets into this move from Scorpio. Just from the five or six Scorpios I did to get into the Allegra while I was practicing it, I now have visible thigh bruises which are sensitive to the touch! In other climate conditions I feel like my thighs can take any amount of abuse, though. So chances are in addition to being newer to pole, that the weather and room conditions can contribute to pole related pains too.
Veena gently reminded me that its important to use moisturiser on my typically dryer skin, to help protect it and also to help with grip. So I use some moisturiser after every bath or shower, and also if I think about it I moisturise a little a few hours before I plan to get on the pole, which gives me enough time to absorb all the moisturiser and rub off whatever cannot be absorbed, so that it doesn't leave my skin slippery and make my poling dangerous. 🙂
It can also help to get off the pole for a few minutes to let it cool, so that it isn't quite as sticky. During that time you can practice some floorwork and transition moves, do some stretching and flexibility training while your body is very warm, or just to have a glass of water to help keep yourself hydrated during your pole workout! Pole dancing is very tough on the skin, so taking some extra care of your skin to thank it for all it does, not the least of which being helping to keep you on the pole, is smart and may help improve your pole experience!
And if all else fails, the season will change and probably be more accommodating to your poling. I expect you and I both will hurt less come Spring, and by next Winter even though there may be some sting, you'll be less vulnerable than you were this Winter.
Also your type of pole can be a factor. I've heard Veena saying that she loves her new titanium gold finished X-pole, but that it leaves her with friction burns sometimes. I'm using a Chrome finished X-pole at home. But when I took my X-pole to a nightclub to perform on it recently, in a very cool, somewhat humid condition, I didn't hurt at all. It only hurts me at home! I think weather and climate control variations have everything to do with pole pain. Maybe you can experiment with your heating/cooling at home to see if modifications to it change the feeling of pole on your thighs. I'm thinking of trying to keep a space heater nearby when I pole so I won't have to rely on the steam radiators, for example. Good luck and please don't give up!