Originally Posted by
Bmach
Check the saddle fit. If it is the correct size give it a few weeks and see how it feels after that. As woodcraft said it takes a few rides for it to get used to riding. Also start off with short rides so you get used to the seat.
Most beginners have two problems with their saddles. First, the saddle is too low, so they don't get nearly-full leg extension. As a result, the second problem is their entire weight is on the saddle. Try raising the saddle so you can carry more of your weight on your legs (and arms, too). You'll probably have to build up to this new physical exertion level over some weeks or months before you're comfortable.