Nobody likes pain, well not a majority of people anyway. A UK study took a closer look at how people anticipate pain by conducting two experiments. In one, participants had to choose between receiving actual electric shocks—some more intense than others—at different times. The second experiment had participants picking from options for hypothetical trips to the dentist, also involving different levels of pain. In both cases, most of the participants opted for the quicker pain, even if it was more severe. People essentially wanted to just get it over with.
The study didn't look at whether dread was actually worse than pain, but if you're the kind of person who hates the anticipation, it's a good reason to stop procrastinating and get the pain over and done with. This can be applied to almost anything - even intense body workouts.