They should be stiff, this allows the x-fer of power to go into the pedals and not the bending of the shoe. Any flex, be it in your shoe or frame means you're wasting energy (force) into something other than the cranking of the... well, cranks.
I thought the same thing when I got my first pair, but you get used to it, plus it makes you more aware of HOW you are pedaling.
Anyway, its a whole new world to ya and you should enjoy it a lot.