Is practicing kicking on a heavy bag supposed to hurt a LOT?

Hey fighters,

I’ve been talking MT for about 2-3 months at my gym. I’ve only practiced kicks with a partner using pads.

Today I went to the gym solo and practiced punches/kicks on the heavy bag. And WHOA! I had to stop kicking after like 5 on each side because my shins hurt so much. Am I doing something wrong? And/or not supposed to use the heavy bags for kicks? Or do I just have to build pain tolerance?

Thank you! 🙏