If you are totally new to MTB (I suppose you don't ride a road bike either) it might be the case that there is nothing wrong with your seat, but the fact you are not used to be on one for a period of time. it is more important the shape of the saddle than how soft it is. As with most things, there is no saddle that suits everyone. I would ride your bike as it is for a while before investing in a new saddle, you may find the pain goes after a few rides.