Hi Twix,
Welcome to the Mattress Forum! 
I’m sorry that your Saatva isn’t comfortable to you right now, but I would agree with them that you need to give it more time to “break-in” and lose some of its “false firmness”. Additionally, you’ll probably have some “learned alignment” from your old mattress and it’s normal to take a few weeks for you to adjust to a new mattress, and for the mattress to adjust to you. You can read about this in more detail in post #3 here .
Taking time to adjust to a new mattress is normal, and everyone goes through this to some extent. Being “surprised” by how a mattress feels when shopping online is more common than when you have a chance to try something out in a retail location, as there is no standardized terminology to describe how something might feel, and even if there was, what might feel “firm” to one person could feel “medium” to another, as there are not only individual differences in perceptions, but also variances in BMI, personal sensitivities, sleeping styles, somatotypes, flexibility and strength, just to name a few items.
The good news is that you did pick an item with a 120 day trial in the unfortunate case that things don’t turn out as well as you would have hoped.
I’ll be interested in learning how your mattress feels to you after you’ve had a chance to sleep on it for a while longer.
Phoenix