New to prostate play

Hi, I’ve recently gotten into the idea of prostate play and I’ve bought myself a aneros heliex syn trident and it came today and when I tried it out I didn’t feel anything really, it just felt like there was something in my butt. I tried clenching and squeezing but I didn’t feel much of anything and then it just fell out which did actually feel quite nice but besides from that nothing. Any help?