As DB said, you can sell the club back to the proshop but sadly at 25% of the cost - no other options bar persisting with the club.
Every club is different and they do take time to adjust too, with meter speed etc (and that is why it is advisable to have a similar speed over all clubs), so persist for a while. Put the game into practice mode and use the mulligans to experiment.
The other advice is rent before you buy - expensive as the rental is not offset if you buy (personally this should be done IMO) but can save you a bad purchase,
BUT the best advice is ask forum users prior to buying - we have made mistakes and gained knowledge - so learn from our mistakes.