Assuming your feet aren't moving around in the boot, then it's definitely going to get better. Your skate should feel almost like part of your foot, at least from the arch back up to the ankle. I don't go super tight across the forefoot because I have really wide feet and even EE's are too narrow for me.
I started skating in December (player skates) and was on my ankles pretty much the whole time at first. But now, after nearly 6 months of weekly power skating lessons, it takes a good hour and a half of my coach chasing me around the ice before my lower legs rebel. Happens faster in my goalie skates with less ankle support but I've only worn them a couple of times (though I'm about to start wearing them for my easier mid-week skate so I can get used to the whole "clown shoe" effect, so I expect that to get stronger quickly).
Hang in there!
