Here are my two cents. I did a little research before picking up a no thumb safety 9 Shield, and a found quite a few posts from people who had fired the gun in .40 S&W and not liked it due to recoil, including those who had actually bought the .40S&W version and sold it due to this discomfort.
It's tough to judge people's experience level and sensitivity to recoil over the Net, but I know for a fact that I prefer shooting, for example, a Glock 19 over a Glock 23, and I own or have owned multiple samples of each.
The 9X19 kills them just as dead, ammo's cheaper, ammo's smaller and therefore magazine capacity is increased, and on shooting, it recoils less. To me, the decision was a no brainer; really.
I haven't read one single complaint about recoil on a 9 Shield; ever.
Even if the pistol was a gift, you can always sell it and buy what you really want. The gifter should be that much more understanding in your desire to swap the gift, if he gave it to you because it recoiled excessively for him.