At first, new helmets tend to be somewhat uncomfortable, since they're so snug (as they should be) and even more because you're not used to wearing one. After a few uses, it'll feel better.
Mine is pretty darn snug, but thats how its supposed to be. My only gripe about mine is there seems to be to much padding around the mouth area. Im sure I would be gratefull to have all my teeth after a crash, but it just feels like Im breathing in a ton of stale air if I have it on for more than a few minutes.
If you got the $$$...shell out for an Arai. I swear I could sleep in mine!
Takes about a week or two of wearing a helmet for it to fully break in. Nicer helmets break in more than the cheap POS's though. Not sure if Shoei makes Auto racing helmets or not...but they are up there with Arai as well.