Some soreness is normal. Over the course of 2-3 weeks, the nerve endings in your behind seem to die off and you won't be so uncomfortable.
However, if the bike doesn't fit properly, or the seat isn't a good "match" for you, it will always be uncomfortable. I swear by women's saddles that have a cutout in the front so I'm not putting any weight on my soft tissue. Saddles designed for men seem to have a bump here to support boy parts and it does not work for women at all.
You should also check that your seat isn't too high. If it's too high, you'll rock from side to side as you pedal and make yourself sore.