OK! DON"T PANIC!

On the 'plus' side, the colour match is VERY good and the position of the hairline is just right.

It is just the density and non graduated hairline that needs sorting out and this can be done by you.
You need hair removing cream.
You apply it in tiny dots on the underside of the base and leave it.
It will thin it out for you, but its better to do it in stages.

Right now the piece is brand new and the hair tends to have a buoyancy that makes it appear 'big'.
A few washes and the piece will settle down and may shed some hairs.
Try one session of the remover cream (people recommend Nair) and do another if necessary.
Products like traditional Brylcreme also help tame it & calm it down.

NB, None of us got it right with our first attempt.
Its a process of learning.
Its also a process of adjusting to your new look.
I have to say that the more I look at it, the better it looks.
It might just be that its more hair than you're used to, but that WAS the point of it!

Re the lace showing, did the salon cut the lace right back to the hairline and what did they use to attach it?

PS. Looking at the pics, I have to agree with Xeon that it would be ridiculous to consider shaving off all that perfectly good natural hair.