Good running shoes are very under-rated. When I started out a year ago, I didn't bother with shoes as much as I did on beating my previous run time. I noticed I couldn't sustain the routine (I had to take a rest day after 3 or 4 days of running), and very nearly gave up on the habit. Then I bought a pair of comfortable running shoes and it made all the difference in the world. I increased my mileage significantly, and I manage to run 6kms every day of the week without feeling too tired or longing for a rest day.
Why is sports so bound with punishing yourself / self hate instead of enjoyment?
I wouldn't say that pain necessarily implies punishing or self-hate, just pushing one's limits a bit further. In some types of martial arts that's not viewed as a bad thing either, for example, constant and somewhat strenuous exercise may lead to hypertrophy, which can be desireable for making one's body more resilient.
That said, there's nothing wrong with just doing sports more casually, for your own enjoyment as well. Consistency and technique are probably the most important aspects anyways.