Hi noneedlessnoise,
Sinking “in” to the mattress is part of the nature of memory foam and is part of the reason that some people sleep hot on them. You can read more about the different factors that are involved in temperature regulation in post #2 here and post #29 here. Walking on your mattress would have reduced the normal break in period of a memory foam mattress but as you know it would also mean you are now sinking in more which means that it would have a tendency to be warmer than it was for some people.
As you can see from the post I linked … this would almost certainly be at least part of the temperature issue … along with the nature of memory foam itself of course which is generally less breathable than other types of foam. I would certainly be very hesitant of exchanging this for another mattress sold at Sleepy’s which generally sells mattresses that I would not consider for purchase. If you are able to receive a refund then I personally would probably go in this direction and then post #1 here would provide you with all the information, steps and guidelines you would need to make good choices (and avoid major brands and chain stores completely).
The Contour Signature would be firmer which may reduce heat but it also uses higher density memory foam which could be warmer than the 4 lb memory foam used in the Cloud Supreme. In both cases though … you would be sleeping on memory foam which would tend to be warmer than other types of foam … including latex.
Talalay latex is generally a more costly material than memory foam and it is much more costly than the polyfoam used in the base layers of all the Tempurpedic mattresses so I would put the PLB Nature in a higher quality/value category than any of the Tempurpedics or other major brands. The total cost is lower and the materials inside the mattress are higher cost/quality materials … which to me means better value.
Of course there may be better value yet in a latex mattress either locally in the Philadelphia area or with some of the online merchants or manufacturers that are mentioned in the site (such as in post #21 here) but of course this would depend on your own risk tolerance for an online purchase and on the parts of your own personal value equation which are most important to you.
Phoenix