Vaping requires an adjustment, also physically. Discomfort is to be expected.
There's the fact that you're inhaling an aerosol. Little droplets of liquid that easily settle on the surface of your airways. This is something the body needs to adjust to, some people deal better with it than others, but it takes individually varying amounts of time. Droplet size differs depending on composition of vaping liquid and vaporiser temperature.
There's VG, it is sticky and a humectant. Instead of exposing your airways to hot, drying smoke, you are now exposing them to lukewarm, moisturising vapor. The VG that remains behind after exhaling needs to be dealt with by the body. The tissues need to adjust to the new moisture balance. Especially when first starting, the laxative properties of VG are also noticeable to new vapers.
There's PG, it's a solvent. It is irritating and can cause contact allergies, more likely so with repeat exposure. It leaves behind very little residu, but causes a mild burning sensation. The vapor produced by this product is lighter, but due to the solvent properties, feels more acrid.
There are flavors. From sweeteners to nature identical aroma's and menthol. Each flavor compound has its own effects. Menthol for example is irritating, sweeteners cause carbonised residu on coils that you inhale as small particles, many other flavor compounds are a question mark as of yet.
There's nicotine. The salts or freebase compound used will be easier to inhale or more difficult to tolerate. The effects vary, for the sensation, discounting the hormonal reaction of the body, fluctuations in heart rate and blood flow are important. As you change the type or dosage of a substance that is known to affect the blood flow, you will likely feel a difference in the tissues most immediately affected by it.
There's the materials of coil and wick. Although good coils release limited amounts of metal particles into vapor, they still do. Although properly moist wicking fiber doesn't really burn all that much, it still does.
You can't get around these elements, but can try different approaches by varying the compounds in your vape juice and the amount you inhale, the temperature and type of coil etc.
My optimal solution is a 50 50 unflavoured juice at 20 mg salt nic with - for kick- a few drops of 20 mg freebase nic 50 50 unflavoured juice and a few drops of 20 mg high PG, high flavor spearmint or menthol juice. All this in a little aspire pod system with adjustable airflow and basic wattage control. It gets me lightheaded in a few drags and burns pleasantly like a cigarette. I have to put the thing down after.
Given the highly problematic composition of vapor, it is best to inhale as little as possible. To guarantee optimal safety, it is best to only buy high quality products, that are sold in the most regulated markets, to use them as indicated and to reduce or discontinue their use when their adverse effects are too taxing.
And it's still a ton better than smoking.