You can solve the finger pain problem by using an awl to punch through the leather before using a needle, and you should use a needle for leather; they have a different tip, kind of like a tiny blade. You might also want to mark your intended holes in the leather before you use an awl so it looks nice afterward. Leather is not at all like material, and free hand sewing will look terrible. There's a little wheel thingy with little spikes on it that you roll on the leather (no need to press hard; you just want to mark it), or you could use a fork, although the holes will be further apart.
Let me start from the beginning, haha. This is what I would do. Cut your leather; mark one side with holes; glue the 2 sides together to keep it in place while your working with it, obviously don't glue your loop together; you're going to have to attach it to the metal pull on the zipper before gluing, making your little job a lot harder; let it dry; lay it on a hard surface and use the awl to push through each hole; sew with a modified saddle stitch; finish with edge coat if desired. You don't have to do it this way, but your results should look good of you do.
I appreciate the advice. I will tag @aerinha in this post so she can also read your advice. She is the one currently trying to make a leather zipper pull
