Wetsuits are designed to be a second skin that keep your bodytemperature allright in cold water, so yeah it is normal that things are going be showed when you put them on mate. Maybe a size bigger would help so you won't have to feel pain, because that is not normal, but your member will be showed all the time.

To losse the pain, your suit was probably too short, not small, but short, you have to need another height probably.