I think the OP was describing the OW class version of a
controlled emergency swimming ascent (CESA): keep reg in mouth, make sound while exhaling on the way to the surface -- all with one breath. For the benefit of the OP, a CESA is what you need to do
if you run out of gas while under water. That's why the instructor didn't want you to do any inhalations during the exercise. It's not that inhalations were dangerous at all. It's just that you were practicing what to do when your tank is empty. Performing a successful CESA is a requirement for OW certification.
Breathing in and out during an ascent is perfectly fine. As others have pointed out, this means your airway is open and any expanding gas inside the lungs can escape. This is how all scuba divers normally do ascents. Just relax, keep breathing, and you shouldn't experience any lung-overexpansion problems.
There are many different kinds of "lung" pain. Your description is very vague. In the absence of more info, I interpret "lung pain" to mean chest pain that feels more internal. You really should get checked out by a physician if you're feeling any abnormal pain...
especially if it's accompanied by painful/troubled breathing or seems to be getting worse.
If you become aware of escalating pain, painful/troubled breathing, neuro symptoms or anything else that seems "serious," go straight to the Emergency Room! Patients complaining of severe/unusual chest pain are usually seen pretty quickly in the ER. If you're not sure what constitutes "serious" symptoms, give DAN (Divers Alert Network) a call. They should be able to make some good recommendations. On the other hand, if the pain seems to be going away on its own and you aren't experiencing any other symptoms, then it's up to you whether you should see a doctor. If you do set up a regular appointment, the doctor should take a good history, perform respiratory, heart, and neuro exams, and might even do some imaging studies. The doctor will be looking for any signs of lung-overexpansion injury.
My gut tells me that if you are sitting at your computer and reading/writing posts on ScubaBoard, you're probably not currently in a state of distress.
Being a little fatigued after OW training dives is pretty normal. Gas in the stomach is probably nothing to worry about either. I bet it was due to air that you "gulped" while trying to equalize. This is very common in a lot of OW students who rely on the swallowing technique (or some form thereof) to do ear equalization. You should know that there are
several ear equalization techniques to learn about. Try them all and see what works best for you. Click on the link in my sig for excellent info provided by Dr. Kay.
Hope this info helps...