The first time inserting I felt around up there and kind of thought "well, there's something wrong!", pulled it out again and promptly sprinkled the toilet door with blood... But anyway, I hope I'll get the hang of it soon (especially since I had no time for dry-runs)!
Man, I was never happier about getting my period, because not only can I use my cup from the first day, but I could also insert my very first NuvaRing, so yay to that.
Oh, and I forgot to ask: I bought the large one, but when I had ripped the package open and held it in hands, I was actually surprised how small it seemed (was then surprised again when I inserted it, because it's absolutely not too small). Anyone else felt like that?