You can try a home remedy to get rid of red marks on your nose. Just grind dried orange peels into a pulp and mix with water until it forms a paste. Place a small amount of the paste on your nose every other night and then the red marks will disappear gradually.
You could try applying some lotion or baby powder to the bridge of your nose before you put on your shades. This helps because the lotion or powder forms a barrier that helps to reduce the friction and pressure of the nose pads against your skin.