Agree, check saddle set-up first. Default should be saddle is level. Your weight should be supported by the wider part of your pelvis (see "ischial" on the linked pic) resting on the wide rear of the saddle, rather than by the central part of your pelvis (the "pubic" part) pressing on the central spine of the saddle.
http://www.lollylegs.com/images/pelvisposterior.jpg
Saddles are really personal, hard to say what will fit whom. One man's feather pillow is another man's butt hatchet.
Generally you want no or minimal padding. With a thickly padded seat, the bones of your pelvis press down through the padding, leaving the padding to push up harder on the parts of your butt that are not bony. Like the nerves going to your ahem ahem.
But some need a wider saddle, some a narrower, to line up with our pelvis.
I have a couple of leather tensioned saddles (Brooks and a Taiwanese knock-off), a Selle Italia Flite, a Selle Italia Turbo, and an Avocet. The leather seats seem to carry more of my weight on the ischial tuberosity, but the othe saddles are lighter.