Trouble with Insertion

I recently got the Helix Syn, and in the first two sessions trying to use it, I can’t seem to insert it all the way. I’m able to insert it maybe half an inch or so, but I then meet some resistance. I’ve tried to massage it around to relax the muscles and have tried some deep breathing, but this doesn’t seem to help. When I try to gently force it, it just doesn’t feel right; I don’t feel pain, but I get the feeling that I would if I continued. I guess I feel a “dull pressure.” Since this is my first time with anal play, should I just expect the next few sessions to involve lots of teasing with no insertion?

Also, when I apply water-based lube to the Helix Syn, some stays, but some seems to “evaporate” right off. When I try to absolutely drench the thing, this still seems to happen. Is this normal, or is this the problem?

Any and all advice would be much appreciated. Thanks.