All of the above is good advice... it is also possible that the neck is bowed or the angle is off.
That said... yes, the string tension is definitely higher than on a guitar and the fact of double course strings requires (and develops) more callous than guitar. And I think it takes some getting used to to get a clean sound moving from guitar to mando. But it does sound like there are issues with the instrument.
Have the setup and neck checked. See what the problem is and how much it'll cost to fix... based on that, decide if it's worth putting the $ into this instrument or whether you want to go for something different.
Otter OM #1
Brian Dean OM #32
Old Wave Mandola #372
Phoenix Neoclassical #256
If you're gonna walk on thin ice, you might as well dance!