Dry sockets are common, following extraction of teeth. It is important any time you have a tooth extracted, that you follow the post op instructions provided by your dentist. Any suction created in your mouth can pull the clot out of the socket, leaving an open socket and bone exposed. This can cause excruciating pain and you should follow up with your dentist.
Most likely your Doctor will use a medicated paste and packing to fill the hole to allow the socket to heal. Medication is also prescribed to help manage pain until proper healing. The pain can last for up to 2 weeks, following the extraction. Sometimes dry sockets occur regardless of proper post op care. Bottom line is that it takes time to heal.