Mine was like that at first too but just on the tip. I had planned on cutting the end off a bit but then the next time I went to use it it was normal so I don't know what happened. I would try running it under warm water to see if that helps loosen it up a bit because to me it seemed like the bristles were just sticking together.
I am guessing they did that during manufacturing to keep the brushes from splaying. But..that binding at the end should naturally dissipate.
A few of mine were a wee bit on the scratchy side. With some, it went away. The others I just may trim. If you don't like yours, I would take it back. They should absolutely exchange a product that hurts.
mine was like that too, but after a few uses that hard edge kind of softened up and the bristles dispersed a little. it's still not as soft as the lustreglass brushes, but it's good enough for me.