Ha! I was right!
Looking up red hair on Wikipedia, I found that not only do redheads have an increased sensitivity to UV radiation, but they also suffer more pain from thermal sources than any other hair type. (Overheating while playing sports, perhaps?) However, they suffer less pain from electrical sources, which means that if I ever get struck by lightning it wouldn’t hurt as much! Maybe I’ll stand outside with a metal rod to test that. The article also mentions that, instead of melanin, most redheads have this mutated protein MC1R, which is highly susceptible to sunburn. This is also related to having an excessive amount of freckles into adulthood, a trait that a fair amount of redheads do not have. This can explain why some redheads without a large amount of freckles can be in the sun more: they have less of this mutant freckle protein.
Which brings up a question: if redheads and freckled people are mutants, where are all the freckled people on the X-Men team? What would be their super power? Resistant to electricity? Easily burnable? Marvel should get on that.