I felt the same way about the P239 when I got mine. It is really great for concealed carry - almost a pocket gun - but my pinky felt "uneasy." I got one of the mags with the extension and it gave me plenty of grip length. Eventually I got used to the regular mags now and find the grip plenty comfortable.
You'll love the P239. I shoot mine more accurately than most of my other Sigs. Great gun!