Tried the MGX, am I missing something? Need advice!

I thought about getting the Syn, but heard that for beginners the MGX was the way to go so I picked one up.

Firstly it's difficult to insert and I think it might be because of the lubrication I'm using. What kind of lubrication is best? I've been using ID Glide Natural Feel and I'm not sure it's for me. It seems to dry out quickly and I have to keep reapplying.

Second, how far should it be inserted? It seems uncomfortable going in and a bit of a pain to pull out (again because of maybe the lubrication). There's the little tab on the opposite side of the handle (for perineum massage?), is that supposed to be pressing against something externally? Am I supposed to angle it differently?

When it's inserted to the best of my knowledge, I flex my sphincter muscles but at most all I've felt is the urge to go. Is the feeling as it's massaging your prostate supposed to feel differently than that or will that feeling increase into something different?