Thanks for your question.
Yes, you are right, Mirena
may take few months to settle. Most of the women experience a reduction in the amount of bleeding after it's insertion, but, this change is most obvious after one year of use.
Pain may have been caused by the bladder infection or may be due to Mirena ( being a foreign body inside your uterus
). Consult a physician for treatment of your infection. Have a pelvic ultrasound
scan to make sure, that coil is still inside the uterus.
If the coil is in place & pain persist after treatment of your bladder infection, you may try ordinary pain killers like Mifenamic acid after consulting your Gynecologist.
You may also request your doctor to prescribe you oral medicines like birth control pills or progesterones to control bleeding till Mirena establishes its action.
Hope you get well soon.