Does it sound painful?
The key is using the right gauge of wire. For crocheting, I like to work with 22 to 28 gauge wire. "Gauge" is the measurement term that describes the size of the wire's diameter. The important thing to remember is that the higher the number, the thinner the wire. If you were wire-wrapping pendants or rings you can use 16 or 18 gauge wire, but you could never crochet with it because it is too thick (and you might break your hook/hand trying). 22 is a little stiff, 28 is a little fragile, but I find that 26 is just right.
For practice, you may want to start with Artistic Wire, which is a copper wire base with a non-tarnishing color coating. It is available in a rainbow of colors and there are many gauges to choose from as well. It is available in most hobby and craft stores, and the price is decent.
If you want to include pearls or beads in your work, make sure you string them all on the wire before you begin. If you are creating a pattern, make sure you string your beads in the correct order before you start. To create the "spines" showed in the above picture, pull a pearl up to about an inch or so from your last stitch, bend the wire back down to the necklace and twist the wires together until it reaches the starting point, then continue with your next stitch.
Obviously, wire is a LOT stiffer than yarn, so it does require a certain degree of hand/wrist/arm strength. And is use B or C hooks, which are small and tend to bend under too much pressure. Be gentle with your creations, wire is strong, but if you pull to hard you will distort your stitches. Having a pair of pliers handy is a good idea: they can assist in de-tangling, help make your beginning stitch taught and are useful for weaving in the ends. Be gentle with your pliers too-they will leave marks on the wire and mar the finish on artistic wire.