Are Medium gauge strings easier on the fingers?
All violin strings should be easy on the fingers. If you are hurting your finger tips, then you are pressing down too hard. A player shouldn't be trying to pinch the string against the finger board to make the note. Light pressure is applied to the string to "stop" the string at the note you want, and in lower positions the fingerboard gets in the way and you end up touching it.
That being said, the difference in the gauges gives you higher or lower tension. The tension difference will affect the sensitivity of the bow strokes, feel of the bow play, and some tonal changes in the sound of the instrument among other things. Higher tension will generally give you more volume and a slightly "brighter" sound.
Advanced violinists that are very familiar with their instrument will often change things like tension, brand, or wrapping of each individual string to balance the tone of each string on the instrument with each other. I personally use a higher tension E string than the set I use includes, which has the effect of changing the sound of my low strings, making them sound more even with each other.
Edit: I should add also the the action of the violin will often have more to do with how hard the strings feel on the fingers than the tension of the strings. If the action is high at the nut and the bridge, as is often the case in inexpensive versions of the instrument, then the play feel will be very hard and can cause finger pain.