When the nipples are totally removed and replaced as a nipple graft, it's very common and normal for what you are describing to happen, since the surgeon has to remove some of the tissue from the nipple with this technique. Once things are healed, a little injectable filler in that area...
Massage is generally advised for my patients. I find it unnecessary. It is normally not advised for textured implants either. You may want to ask your surgeon about how you dislike the firmness and what you can do to help soften it.
You are wise to consider your implant size in relation to your overall size and the thin nature of your tissue. Without photos, and especially without an exam, it would be impossible for any physician to give you a specific answer. My approach is to take measurements which define the range o...