There are many ways to sit zazen: full-lotus, half-lotus, quarter-lotus (with foot on calf), burmese (with both feet on the floor), seiza (Japanese kneeling posture) with the zafu on it's side, seiza on two zafus (one on top of the others), seiza on a bench, and sitting in a chair (this is frequently necessary for those who have injured themselves or with joint replacements). Also, some people with severe physical problems or illness sit zazen lying down.
I recommend to all beginners that they sit as close to full lotus posture as they can for as long as they can. I also suggest that they sit somewhere between wimp and macho. Sit until it becomes uncomfortable, and then sit a few minutes more before you change postures. If you change too soon, you won't stretch out. On the other hand, don't tough it out for so long that you do yourself damage.
Also, learn the difference between soft tissue or muscle pain and nerve pain. Everyone's legs fall asleep from time to time. Sometimes bending forward will take the pressure off the sciatic nerve and the legs will wake up. If your legs are asleep at the end of a sitting and they come back quickly as you stretch them out and get up, I wouldn't worry about it. If they don't and the numbness persists for some time, don't sit the way you have been. You can damage nerves. If you damage 1/8" of a nerve, it can take months to heal.
Anytime you hold the body in a specific position, it will hurt. Just try holding your arm out parallel to the floor for any length of time. Sitting zazen for any length of time will hurt most people, although some can without pain. I have never been very limber, and I sat seiza for three years when I first started while I did exercises and stretched out. Then, I was able to sit burmese style. Eventually I was able to sit quarter-lotus and then half-lotus. I've never been able to sit full-lotus, and as I've aged, I've gone back to quarter lotus. Also, I have a knee problem, and when it flared up severely a couple of years ago, I spent six months sitting in a chair.