Like happy said, don't inhale at first. I really can't explain it, but I know what you are talking about. I could not FIGURE OUT how to inhale vapor at first so I did not, but once you do you will do it without any cough or scratchy feeling at all.
I found on day 2 I was inhaling no problem, but just smoke it like a cigar for a bit and play around with inhaling. If you inhale from your mouth and not directly into your throat that will certtainly help (once you get the hang of that you will be able to do a little of both) then it is just a matter of not too little volume (in the troat) or too much, but I think the too little is more the problem and causes a burning tickle and resulting hacking cough. Or even to little at the end of a draw (i.e. don't inhale the entire draw at first)
Anyways, it takes a day or two to get used to inhaling vapor, you will figure it out (probably by tomorrow). Quick learning curve...
I don't think you need to switch to VG or anything, I did not and got past that stage...