Yes, this can be the case for some users, especially when using the wedge on hard chairs or before developing more gluteal tone. The Gokhale Wedge is intentionally firm; this firmness is necessary to provide the effective forward tilt that helps antevert the pelvis and support upright sitting.
If it feels too hard at first, you can make it more comfortable by placing a thin cushion or folded towel on top. You might also try using the wedge on a softer surface, like a padded chair or sofa, until your body adjusts.
As you practice glidewalking and strengthen your gluteal muscles, you’ll likely find the wedge becomes more comfortable, even on firm surfaces.