View the full lesson at Anchor Fingers for A, D and E | JustinGuitar
It hurts too much, I guess I can’t continue the anchor finger part…
You could try and reduce your practice duration.
Also (it does take time) your fingers will learn that they don’t have to be pressed down the whole time, you can let off a bit between the strumming 
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Welcome to the Community, Furkan.
You’ll develop callouses and toughen the finger tips over time. As @liaty says, manage your practice duration as that happens. More shorter sessions if possible will help that and reduce pain as you do.
Also experiment with finding the minimum amount of pressure needed to ensure a clean note. Many people apply more, even a lot more, than is necessary.
And if you need a lot of pressure then maybe your guitar needs a setup to make sure the action (height of the strings above the fretboard) is appropriate.
And that said, I’d encourage you to continue with using the anchor finger as you work on making the changes between A D E chords. Eventually you won’t need it, though it is still a good technique, but in the early days it will help develop the ability to make the changes.
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Thanks for your valuable answers David and Liaty,
I’ve been practicing 3-4 hours daily. But I guess it’s a little bit too much for a person without calluses on steel strings for now.
I will reduce the practice time as per told. Besides, it’s been 5 days since I’ve started, maybe I’m trying so hard, resisting the pain for no reason and hurting myself.
Thanks for helping.
Wow, 3-4 hours daily without calluses. Only 5 days in. That would be painful!
I reckon play maybe 30 minutes a day max. Stop when it gets too sore. If you cut your fingers before you get calluses you’ll just have to stop for a while for them to heal. That would suck.
You’ll be able to play 3-4 hours once you have calluses.
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Thanks for your valuable answer jkahn. I will definitely follow your advice!
In addition, I’ve gotten 30 chord changes between A and D chord a minute by bearing the pain yesterday.
Today, I have some kind of different pain on my first, second and third fingers (especially third), even when pressing with a little pressure.
Luckily there is no cut on them, but they feel very weird now.
Wow there’s enthusiasm and there’s enthusiasm!!! Not that there’s anything wrong with that of course, in fact it’s to be applauded. But yeah it’s inevitable you’ll suffer as a consequence.
@jkahn 's advice is absolutely spot on, 30 minutes is spot on and you can look at it that with just that time you’ll 1. maximise that time and 2. really look forward to the next day’s practice!.
When I started learning I annoyingly cut myself very lightly on my left hand middle finger. Playing / practicing with that when learning the anchor chords sucked big time and I was forced to hold off and go more slowly.
Play as much as you can, but don’t hurt yourself, please!
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Just to amplify what the others have said…you are almost certainly overpracticing. Especially as a beginner … beginners often play with way too much force and muscle tension - which is a sure fire recipe for repetitive stress injuries like carpal tunnel syndrome and tennis elbow.
I learned that the hard way many years ago. Suffered through a year of tennis elbow because I overpracticed bar chords.
Glad to see that you are cutting back - hope the strange pain in your fingers goes away soon.
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Thanks for your valuable answers Notter and Tbushell.
I’ve been certainly overpracticing 
, I will be cutting down to 30 mins per day, until this weird pain goes away.
I’m certainly open for further suggestions that any of you dear members can give to a beginner, also thanks for sharing your past experiences again @Tbushell .
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If you’ve got the free time and really want to practice more you could also spend time muting the strings with your strumming hand and practice tapping your foot and strumming with a metronome.
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