Regioselectivity in electrophilic substitution of pyrrole
The following figure shows the resonance structures we can draw to describe the intermediates produced by electrophilic at the 2- ($\alpha$) or 3- ($\beta$) positions in pyrrole. 

 

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You can see that the intermediate produced by attack at the $\alpha$-position can be described by 3 resonance structures.  Whereas attack at the $\beta$-position produces an intermediate that can be described by only 2 resonance structures.

Therefore, the intermediate formed by $\alpha$ attack is more stable and the activation energy leading to it will be reduced.  Consequently, electrophilic attack at the $\alpha$ position in pyrrole is preferred.