If any angst-ridden teenagers showed up to The Pains of Being Pure at Heart’s show Saturday night at Risley Hall expecting gloomy, My Chemical Romance fare, they would have been sorely disappointed with the night’s musical offerings (though surely, given that misleading and cringe-inducing name, we couldn’t have blamed them for expecting some emo). But despite the musical illusions created by their name, The Pains of Being Pure at Heart, the Brooklyn buzz band that has the indie blogosphere slobbering, play shiny shoegaze pop — and damn do they have fun doing it.