There's nothing wrong with this! I (Heather) have the exact same problem. This will make your wig fit weird and ride up in the back because the back of your neck at the nape is flat or rounded, whereas on most women, there is a neat little notch under the occipital bone (see below) for the wig to rest under.
Ok. So this puts voluptuous ladies like us at a wig-wearing disadvantage, for sure! We will have more issues with slippage and insecure fit than ladies without "chubby neck." In fact, a lot of women in this situation mistakenly think they need a large cap size when, in fact, they just need some assistance keeping the wig in place at the nape...and a larger cap won't necessarily solve this problem!
Things will get easier once you can identify this as part of the problem.Your best bet is to experiment with various techniques listed on this site -- bobby pins, wigs grips, and sewn-in clips are generally the best bets.
Good luck to you!