Figure month will finish with endless pain (7)
I believe the answer is:
octagon
'figure month' is the definition.
'octagon' can be an answer for 'figure' (type of geometrical figure). I'm not certain of the 'month' bit.
'finish with endless pain' is the wordplay.
'finish with' becomes 'oct' (I can't explain this - if you can you should give a lot more credence to this answer).
'endless pain' becomes 'agon' (I've seen this in other clues).
'oct'+'agon'='OCTAGON'
'will' is the link.
Can you help me to learn more?
(Other definitions for octagon that I've seen before include "Eight-sided figure" , "Figure of many sides" , "with eight angles" , "Shape of a square with the corners cut off" , "regular form" .)