There should be no such thing as a pair of uncomfortable shoes--that should be an abomination in the sight of God. Live by that motto, people!
In my misguided youth, I thought that shoes needed to be "broken in" before they could get comfortable. It was just a fact of life--wear them a few times, perhaps a few dozen times, and maybe, just maybe, they'll be comfortable from then on. With some shoes it's true, with others--well, you know the drill. If they're still in your closet, then you must have an unnatural attachment to them, or they're worn strictly on a no-need-to-walk basis.
What I had to learn, and learn the hard way, was that if a shoe doesn't fit properly and isn't comfortable from the beginning, forget it. NOT WORTH IT. Move on to another pair--and soon. It will save you time and aggravation later, and it will be the first--and best--step you can make to keep your feet in good shape.
Ideally, you can wear the shoe around the house for a little while to get used to it, until you can be sure you're going to be comfortable in it--so you can return it.