I have often pondered this question for myself. Is what I feel real pain or is my brain making it up? How can I tell all my pains are real? Am I over treating my ailments? How can I have so much pain? I sometimes run little experiments with myself (don't tell my doctors!) to see how my medications are working and how my pain levels really are. Sometimes I just forget a medication and I often quickly find out what is real and how much somethings hurt. Other times I will delay taking my next pills and see how I am feeling.
I thought about this, hard. I know if someone has a limb amputated they often may have 'phantom' pains. The missing leg still produces feeling of pain even after it is gone. I know there are treatments for this as well.
But I also feel strongly that doctors should never ignore patient's statements on having pains. For years, male doctors often dismissed women's complaints on menstrual cramps. They were proven wrong. But if a patient complains of pains often and a doctor does nothing, you need a new doctor.
However if its the other way around and the confusion is as the commenter noted above - mental discomfort being mistaken for physical pains - that is a different problem all together. In quickly asking the all-knowing Dr. Google, you can find that it is a recognized emotional issue that causes significant anguish.
In my non-medical opinion, if there is a question as to whether the pain is real or in your head, you would really need to do some personal and medical research, working with a good medical professional who meets your needs. Because even if the pain isn't real, there is still an issue that needs to be treated.