It can be difficult to use the first few times if you are tense, just relax and take your time. If you still can't get it in you can try using a little bit of lube on it, or just wetting it beforehand. It should be sitting quite high up and should un-fold itself once it's there. If you can't feel it then it's probably in right
Same with getting it out, relax, give a few gentle "pushes" if necessary. Don't worry, it will get much easier and hopefully before long you'll be wondering where you were without it!