Your feet (and ankles. and knees. and hips) are used to moving in a particular way. When you add an orthotic (aka insole) it alters the way you move. You may end up using new muscles, or need to tie your shoes differently, or all manner of other tiny changes. So you end up relearning some or all of your movement and coping skills. It's definitely retraining.
A new insole that fits correctly *should* give you a subtle (or not so subtle) feeling of "I'm better". For me, it's a sudden feeling of "oh, I don't hurt", but my legs have problems that most people don't. If the insole hurts, it's not the right one, or your foot has changed enough that it's no longer the right one, or you've worn it out. I notice my orthotics when it's *very* hot out and my feet have sweated through my socks. I sometimes notice them when I've spent 6 or more hours standing, and my feet are depending on the orthotic to do more of the work of supporting me. I'll also notice them if I'm walking up a slippery incline or taking a very long walk (10+ miles). Otherwise, they aren't something I'm aware of.
Some podiatrists recommend wearing orthotics or insoles for an hour or two the first day, then slowly increasing the time. I've never done that, since I have always had hard plastic orthotics, and you can't really break those in.



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