Your gums are shrinking from the extractions, and will do so for about the next six months or so... You do not build up calluses.. the denture should fit rather well in the areas that there weren't any teeth, since no shrinkage is involved.
Lower dentures never fit as well as upper ones, since they don't have the palate to help with additional suction...
Don't apply the adhesive to the entire denture, only to the areas that coincide where there were once teeth. You should have a more snug fit. Also, have you been back to the dentist for adjustments to the denture? That will help it fit better as well.
You'll need a reline appointment in about 5 months or so, once the gums have finished shrinking and you have healed completely from the extractions.
Best of luck with your new denture! And don't get discouraged... you'll be just fine!