I can play for hours on end, ukulele, banjo, mandolin or guitar and simply don't get "grooves" in my admittedly work-hardened fingers ... I'd guess you've got a combination of
excessively high action and overly active grip.
It's also just possible your fingering action is not good. Your fingertips should be coming down relatively vertically on the fretboard, that is to say your fingernails should be approximately vertical to the finger board, not at any much of an angle. This may involve getting your thumb behind the neck rather than up alongside it.
as always ... YMMV