Why do I have ankle pain from new wedge shoes?

Foot position. Your new shoes may be putting your foot and ankle into aposition that it is not used to for a prolonged time and causing it to be sore.
Instability. Wedge shoes can cause instability when walking. It can take time to get used to wearing but more than likely you can cause damage wearing those type of shoes. I would suggest getting into a flatter type shoe.