Hi Madeline. What you're feeling is completely normal! Right now you're in the weird stage between the excitement of having your new horse and the point where you and your new horse have a bond. Bonds take time, but that's okay and again completely normal.
I recommend spending a lot of time with your horse lunging, grooming, just sitting with them in turn out, join up, etc anything to get to know your new horse and their quirks. Don't stress over not loving your new horse as much as your old lease horse! You've only owned your horse for two months, just be patient and try to get to know your new horse without comparing them to your old one.
I'm sure you and your new horse will be bonded in no time at all. Good luck!
I only had my lease horse for two months but she used to follow me and I have had my horse for a month and she doesn't follow me I am just scared that I love her not more but she has a special place in my heart and I am wondering if that is normal and btw I have only been riding for about 8 or 9 months