Bill Gates said:
It's a personal call, as I'm sure you'd agree. That is, what is serious pain and what is ignorable without causing further damage? Sometimes, yes, you put up and shut up. One should remember though that pain IS the body's way of telling you that something is wrong. So not always advisable to ignore it completely.
Only the individual knows what feels like a niggle that can be tolerated, and what feels like a 'no, summat's up'. And maybe sometimes you do just say 'bugger it, to hell with the consequences' and carry on.
Personally speaking, if I made adjustments to the bike every time I felt a niggle or twinge, I'd be forever adjusting the bike. I can have pains that I've not felt before and, 30km later, they are gone.
I would say though that if madguern is constantly feeling the pain every single time he/she rides, and it's not something that can be ridden off, then it is worth investigating further.