Thickly padded saddles are often less comfortable. Your weight settles on the saddle, pushing the padding against your soft tissues and restricting blood flow.

Since your body doesn't remember when it was last on a bicycle, it's expected your contact areas would be a bit tender after the first few rides. If the discomfort continues, then you might be in the market for a replacement saddle. It's a rare event when the stock saddle is a good match for the owner.