It IS supposed to feel like that. Sure, you can tone down the Force Feedback a bit, but I believe once you get used to it(which takes not long at all), you will not be able to play without it.
First time I used my DFGT on prologue, I set the Force Feedback strength to 10.. First drive with on the HSR, I couldn't believe how tough it was to turn even at speeds of only 60-80mph. So, I went down to 7. Now, I drive it on full FFB regardless of the game, as that is just what feels natural. There is nothing wrong with your wheel.