Two thoughts --
I've heard, and experienced, that washing the skein with a little hair conditioner can soften llama yarn up considerably.
That said, llama comes in a wide range of thickness, from finer-than-alpaca to quite coarse. How did the fiber feel? if you still have some unspun, put it next to your neck for a while, walk around -- can you feel it, is it irritating? Then perhaps this was a coarser llama fiber.
I'm lucky in that Mahogany, my brown llama, tests out at 18.something microns as an adult - yumm-ee :-) and his cousin Garland (field-mate) is only slightly thicker, 20.something, and very lustrous. Happy dance! I even used some of Garland's fiber to repair DH's alpaca sweater recently, and you can't tell the difference.
(posted to spindlers, this day)