In general, yes. If it hurts when you put it on, then no, and you should take it off right away. We recommend not binding for longer than you have to – the conventional wisdom dictates an eight-hour maximum, but this number will vary widely from person to person. Take weekends off from binding if you can. It is never a good idea to wear your binder to bed.
In addition, many potential individual issues may hinder breathing and make binding variably unsafe, including but not limited to: asthma, scoliosis, chronic chest pain, fibromyalgia, Ehlers-Danlos Syndrome, and preexisting chest injuries or respiratory illnesses. We blog extensively about binding with various conditions, and making binders which are helpful for people with some of these conditions, under the tag Binding Safety. Please do peruse this link if you have any concerns!