Aside from conditioning them once (and rinsing them very thoroughly) or using some oil appropriate for use on your hair in small amounts, there is not a lot you can do to soften your locks.
Some people are really itched by them and other people aren’t so itched by them. The same locks could itch or not itch various people depending on how sensitive their skin is.
You do have some options to keep them off your skin, though! You could wear them in a bun during the day, and sleep with them above your head at night (i.e. hung over the top of your bed or the side of your bed away from your body).
You could wrap them in a scarf so they don’t touch your skin as much.
Just get creative with styles. In the northern hemisphere, it’s winter still, so you might be able to just wear thicker clothes for now so your locks don’t itch you all day long.
I hope this was a helpful answer.