Could you return or exchange it if need be? If so, you could keep using it and see how you feel after a week or so.
Below is a list of phones and their respective weights. The entries in bold are the phones that you have owned.
iPhone 12 Pro – 189 g
iPhone 13 Pro – 204 g
iPhone 14 – 172 g
iPhone 14 Plus – 203 g
iPhone 14 Pro – 206 g
iPhone 14 Pro Max – 240 g
OnePlus 8 – 180 g
If you can’t get used to the iPhone 14 Pro Max, you could get the 14 Pro instead. It’s the same phone, only smaller and lighter.
Another option would be the 13 Pro from last year. You would lose out on the always-on display, the improved camera system of the 14 Pro phones, and the latest A16 Bionic SoC, but it would have a notch instead of a Dynamic Island.
If you like the really big screen of the 14 Pro Max, but want something lighter, a third option would be the 14 Plus. It has an aluminum frame instead of the stainless steel frame of the Pro phones, so it weighs much less even though the dimensions are very similar to the 14 Pro Max. It also has a notch like the 13 Pro’s and also uses the same A15 Bionic SoC (with 5 GPU cores) of that phone. The downside is that you would be missing Pro features such as the adaptive 120 Hz display, the always-on display, and the superior Pro camera system, which includes better cameras in general, a telephoto camera, and a macro mode for the ultra-wide camera.