If you are new to vaping, many new users find the vapor to be harsher than cigarette smoke at first. This is normal and things should improve as you get used to it. Remember, it took your body time to get used to smoking without coughing, it may take some time for it to get used to inhaling vapor.
Also understand that you don't have to inhale the vapor to absorb the nicotine. Most of the nicotine in vapor is absorbed from the mouth and nose. So you can use your e-cig like one would use a pipe or cigar - take a puff or draw into the mouth and exhale from both the nose and mouth, and still get your nicotine.