No, they won't get better with time. No, your feet won't toughen up so you don't notice it. Footwear is the one place where it's all about fit, fit, fit. Mouse is right: Take them back. (I assume whoever sold them to you will stand behind their products. If not, don't buy from that vendor anymore.)

If you bought them online, without being able to try them on, don't make that mistake when you replace them.