M.R.
OH I had the same problem with baby #1. They are call inverted nipples and there are many techniques to help tease them out. And worst of all I did not know I had inverted nipples. How would I? I really never compared them to others, the doctor didn't mention it, and being large breasted with large aerola too, it never made me think twice. So nursing was so painful and the first baby really never did pull my nipples out very well. Baby #2 did though, but I nursed him longer, and on demand, and I was home, etc.
A few suggestions:
1. Take an old bra, cut out the fabric in front of the nipple area and wear under shirts around the house. This is supposed to help tease them out. It only irritated me more.
2. Ask your husband to help during your more intimate moments. He will probably be the best help before delivery.
3. Try cold water in the shower briefly, switch to warm and manually try to stimulate your nipples.
4. What really worked for me: standing in the freezer section of the grocery store with a tank top. I read lots of labels pretending to be interested in the product.
Next, I'd google away and be sure to ask your lactation consultant while you have time.
After nursing 3 babies, my inverted nipples finally came out. I guess they're just shy.