A brand new mattress needs a break-in period because the materials have not had time to soften and conform to your body. 

The old mattress you’ve been sleeping on for years has adjusted to your body size, shape, and sleeping positions. After years of repeated use, “breaking in” turns into “breaking down” as your mattress materials compress or degrade and no longer support your weight properly. The indentation left by your body may actually create sagging and permanent indentations near the end of the mattress’ life.

Be patient

The materials in a new mattress are flexible, but strong and rigid. Like buying a new pair of shoes, they might feel uncomfortable at first because the materials have not become flexible and moldable with repeated use. The same thing applies to a bed; it may not feel completely comfortable until the materials have stretched and softened.

Let it adjust to you (and you to it)

If your old sleeping surface was beginning to break down, your body may have overcompensated to make you feel comfortable. A new sleeping surface means your body may have to readjust to the support of your new mattress. 

If your new mattress is made with different materials than your old one, certain sensations with these materials may feel strange at first. For example, the switch from memory foam to an innerspring mattress might increase the transfer of your sleeping partner’s movements; whereas the switch from innerspring to memory foam can initially make you feel warmer than you're used to while you sleep.

It's essential for long-term enjoyment

Initial discomfort is not unusual. But after the break-in process, you will feel different about your new mattress. This adjustment period may be inconvenient when you want to enjoy sleeping on a new mattress right away, but it is also necessary to make sure you don’t judge a mattress by a few nights' sleep, as the feel can improve significantly during the break-in period.