Originally Posted by LanEvo
It's a sign that you're pushing too hard. Yours hands/arms/neck shouldn't be tense. You have to force yourself to loosen up your grip and relax a bit.
Meanwhile, if you're feeling pain, you should take a rest before you inure yourself. Take care of your hands!
+1 to all the above.
OP, you said you cant get the movable anchor to work for you. Nothing unusual here, considering you also state that you have just got your bass.
You are going to have to be prepared to be patient. Things are not going to happen without that old boring word....PRACTICE
Lots of people anchor their thumb on the pick up, but it can lead to hand/wrist problems at a later time due to the wrist being at a severe angle. Ideally, both wrists should be as straight as possible. Experiment with what suits you best. If you do decide to anchor, then dont press down too hard with the thumb.
A final piece of advice would be not to over do the playing time for now until your hands/fingers/wrists adapt. Increase the playing time gradually.
Best of luck with it.