Just because a new saddle puts you in a "correct" v. "incorrect" basic position, doesn't mean it really fits the rider. There are hundreds of saddle fit threads on this board where people try saddle after saddle until they find *just the right one* and many of them SEEM to be a good fit, but don't feel quite right.
So I agree that you should TRY to ride in it; but this is also where a good trainer can help a lot. I took a saddle on trial once from a tack store with a reasonably good selection and person who seemed to know how to help you fit yourself to the saddle (and I tried about 20 saddles in the store). When I actually sat in it on a horse, it was terrible. My trainer wouldn't even allow me to canter in it because I was so unstable. So what appeared at first to be a good fit, wasn't actually a good fit for me on the horse.
Give it some time, and if possible have someone video you so you can see what you look like AND what it feels like. And if you can't make it work, don't assume it's all your fault.