Suggestion 1: Don't ever put a loaded gun into a holster it has never been into before... especially a new holster
Suggestion 2: It takes time for a holster to get used to the gun. Galco recommends holstering and unholstering many times (tens or hundreds of times) to work it in. Working the leather by pushing outwards from the inside with only your fingers is also recommended.
Galco also mentions that simply holstering the gun and leaving it for a few days does next to nothing.
All that was in the paperwork that came with my leather holster.