There is going to be pain and injury in any true martial art, it just comes with the territory but I doubt you or any other martial artist need me to tell them that because they already know.
The thing is, different MA are going to have different kinds of pain and injury. I never bruised my shin doing BJJ but I never left a Taekwondo class with my neck sore. Different MAs are going to have inherent risk do to the motions used (Taekwondo will probably get your knees if you are not careful, for example) but also risk of injury in training the techniques with a partner Hapkido will stress your wrists and fingers when working SJM, BJJ will stress your elbows, shoulders, knees, necketc.. in practicing submissions, Taekwondo will get your shins, arms, and stomach (and head) when you are sparring someone. Not all are exclusive, but different arts have different motions and different attacks so injury will vary depending on the art or type of art.
Are you worried about 'internal damage' ie...damage done by yourself to yourself due to the motions? Or 'external damage' ie..damage done to you by your training partner?