Is 3k ohm too high impedance to an op amp differential amplifier?
I'll assume you're using the common op-amp differential amplifier like this:



with R1 = 3 kOhm and R2 = 120 kOhm.

The input impedance of this circuit is approximately 2xR1, or 6 kOhm in your case. This won't necessarily cause nonlinearities but it will cause you to lose about 33% of your signal to the the voltage divider formed by the sensor's output impedance and the amplifier's input impedance.

If you are not tightly cost-constrained, consider using an instrumentation amplifier instead of an op-amp. In-amps are generally optimized for differential amplification with high accuracy at dc and high input impedance. TI has in-amps in their catalog with budgetary pricing in the $0.50 to $0.60 range, which probably means $1 - $2 in onesy-twosy quantities.