In my experience with leather, the more you wear it, the softer it will get. It will also stretch a little. To help break the strap in and make it more comfortable you can use saddle soap. Just apply a little and rub in. You could also do it the old way. Soak the strap in water for a few hours and then put it on and wear it all day. It will conform more to your wrist.
cigarben