I'm using Differin and I can add a few more tips that I've heard and can confirm personally: the purging period can last several weeks and you should see improvement after a few months. It's best to do every other day or every few days initially and then ramp up to daily (for me, this helped avoid a lot of peeling). It's best to apply it after allowing your face to dry so that it's not too intense, and many people also prefer to layer it on top of a buffer like a moisturizer, so you would wash, apply moisturizer, wait 20-30 min, and then apply the product. People particularly like to buffer for the area under their eyes.
Also, a lot of people find that their retinol reacts poorly with other "actives" like glycolic acid etc. I don't think you should do them in the same day, and you shouldn't introduce them to your routine immediately with retinol.
I think all of this is super valuable. I will say with my own experience of this (chest pain following COVID), the checklist for neuroplastic pain could be slightly too rigid. It seems to me that stress and the following pain interact in a nonlinear way. For awhile, I was very convinced that my pain had to be coming from a real physical source because it would occur while I was completely at rest and having a nice day.