You sink right into it and it seems to cuddle your body in loving arms. You may not feel quite so coddled when morning comes. Too soft a bed doesn't give your body the support it needs. Shoulders and hips are out of alignment. You may awaken feeling stiff, achy and unrested.
Some people advocate sleeping with a sheet of plywood under the mattress.
This may be necessary for some severe back problems or injuries. I don't believe it's necessary for the average person. True, a firm mattress is best, but it should have enough give to conform to the contours of your body. It should support, not confine. You try them on.