First use – did I do something wrong?

Alright, this was my first time using the Aneros Helix Syn. After cleaning it, I lubed it up to a good amount, and inserted it. I'm not sure if I had it in wrong or not enough but I didn't really feel anything.

I used my muscles to control the toy but it felt like it was just going to fall out. I'm unsure if I didn't have it in all the way. After about 15 minutes I took it out after feeling nothing much.

What was I doing wrong?