Most people who begin palming try to hold the coin. Don't do that. Don't apply force on the coin. Try to trap the coin so it doesn't fall. Its almost like mechanics' grip. Keep it really loose. That serves two purposes. First, it'll be easy to do and will not strain or tire your muscles. Secondly, it makes the hand look more natural. If you apply pressure on it, it will look like you're 'working' if you know what I mean. But the loose grip really makes your hand be a lot more fluid.
I remember when I first learned the coin palm, I palmed a coin through one entire day putting it in my pocket only to write and eat. So, don't worry, if you don't use too much force, you'll be fine.