Also, ice cream relieves the pain a little. Personal advice from my dentist(s) back when i had braces. :U
As for food, soup is also viable, along with the other suggestions. And yeah, some rubbing can be expected, it's pretty annoying. You'll get used to it eventually, but to begin with, some wax should fix your problems, as sham said. If it gets problematic, you could possibly have your dentist look at it, since it might be an improperly trimmed wire. I know i had an improperly trimmed wire in my gob for a while. Shit stings, y'know?