Start slow. Wear new boots around the house or barn for an hour or two at a time for the first week, rather than debuting them on a full rodeo day.
Wear the socks you'll actually ride in. A boot fitted with thin socks will feel very different with a thick work sock.
Condition the leather. A light coat of leather conditioner keeps the vamp supple and helps the boot flex where your foot does.
Expect a little heel slip at first. In a new pull-on boot, a small amount of slip is normal and settles as the sole flexes.