I receive my new eyeglasses this morning which I ordered several days ago, at first I feel great when I put on them, but I found that when I just nod slightly, the frame can slide down from my ears, it is not rest on well on my ears, What can I do with it? Do I have to come back to my optician?

Maybe the frame just doesn't suit you, did you order for plastic frames, these frames are more likely to slide down from your ears that metal ones, or you can choose spring cabled hinge for your eyeglasses

I think you should come to your optician, I ever have the same trouble as you, they fell off from my face and the edge of the lenses broke in to pieces aften a sudden stoop down...bad luck!