I was so sore that I took the next day off from trying and just used pads. I also picked up some standard KY Jelly at the grocery store. I practiced my folds in the evening.
The next day, I took the cup and the KY into the shower with me. I decided to lubricate myself rather than my cup and made sure to angle my cup back toward my tailbone. Success! It stayed in and I spotted a bit. I took it out before bed (a first time success - I bore down and then held the stem with my weaker hand, reaching up with my stronger hand and pinching the cup to break the seal, fold, and pull).
The next day I inserted successfully, but at a strange angle which caused a lot of pain - I pulled it out and let my sore vagina have a break.
The next day, Sunday, I inserted it and left the house for the day and then came home and chopped ice - no spotting, no pain. I wore it Sunday night and didn't even have any Sunday spotting.
The same was true for the last day of my period (Monday). I wore it all day - no leaking, no spotting, no real problems.
I'm a convert. Completely. I'm definitely in favor of still using lubricant to aid insertion, but the outer bit of my vagina tend toward being dry. My only issue is that I feel like I needed to pee more when using the Lunette. I don't know if I was drinking more or more aware of it because of my cup. Do other people have this issue?