I think the "break in" on saddles is a bit overstated sometimes. If the saddle is painful, just get rid of it and find something better. If it's just slightly uncomfortable, you might give it two weeks or so to see if your butt adjusts. I don't find any use in going through any pain while hoping things will get better.

On this forum, you are about to get a lot of responses about a Brooks B17. Great saddle if you aren't a weight weenie.