My period began yesterday and I got to use my new Lunette Diana! :)
Insertion wasn't terribly difficult, it was more a matter or making sure it had popped open and sealed. I wore a pad as backup but there was no leaking! Some slight marks but I think that was a combination of residual blood on my vulvae and sweat. Yesterday also happened to be gym day for me, and I am chuffed! I did body combat (jump kicks, power squats, etc) and weight training with no leaks! I look forward to doing it tomorrow without the backup pad!
I did have a slightly frustrating removal and insertion experience at work; I would't have removed it at all but as I was walking I felt the nub of the stem (I cut it all off) rubbing me on the right and was worried it was rotating. Emptying on a toilet instead of squatting will clearly take some practice! Bu overall I'm very impressed :)