I never had any pain on leather saddle but you'd get some arguments on that so I won't go there.
The point is, different butts like different saddles. Terry makes some good comfortable saddles. Ideally I'd say try as many as you can but that's not so easy these days. Too soft is never good though. The compression spreads to soft tissue that isn't meant for support. Keeping just your sit bones cuddled is your goal. Lowering the handlebars takes weight off your butt and puts in on your hands which can create its own problems. That is more easily fixed however. Lastly some have suggested it takes a while for your body to get used to cycling. That's true but I don't think pain should be in the equation so make sure your fit is good, your saddle supports your sit bones and then, shut down at anything approaching pain for 5 min or so at least.😁