Kamilla, are you talking about the basic pole sit (which looks similar to sitting on a chair with one leg crossed) or the wrist sit (where you put one hand under your bum, lean backwards, and raise your legs up in a V shape)?
I have only once experienced intense pain in my arms after attempting a new dance move--it was the move called the Boomerang Hold on wikipole.org. The next day I woke up with pain radiating from my hands all the way up to my shoulders and it took days to subside. Turns out I actually injured my right rotator cuff doing it, and that has been healing for months now. Injuries suck!
Pain... real honest to goodness muscle / joint pain... is the body's way of telling you it's not ready to do something yet. You might be able to get away with trying a move that causes pain a couple times, but you will end up injuring yourself quickly if you try to push through it. And, let me reiterate, injuries suck!Muscle soreness on the otherhand, even intense can barely move type muscle soreness, means you've pushed your body and given it a good workout. Give it a day or two of rest and you'll be stronger for it the next time you workout.
It's really important to learn how to distinguish between pain and soreness. If something is causing you pain, then you're probably not strong enough yet to be attempting that move and you should consider leaving it until you've built up more strength. (Incidentally, I hear practicing the basic spins on spinny mode is a fabulous way to build up wrist / forearm strength). There may also be a problem with your technique if a move is causing you pain. Taking lessons in person is a good way to get confirmation on technique, but if that's not an option, posting vids here and asking for feedback is a good secondary option.
Most importantly, REMEMBER TO TAKE REST DAYS! I know how hard it is to resist the siren call of your shiny new pole, but it's the days _off_ that are most important when you're starting out. That's when your muscles get a chance to rebuild themselves after your workouts. Rebuilding is when the muscles grow stronger!
Wow, that turned into a big post. I hope it helps!