Is pegging safe?

As others have said, if you build up slowly and take the precautions mentioned you should not have any problems. I did experience pain after using a prostate massager and pushing too hard against the prostate (maybe not reapplying lube also) but it only lasted a couple of days. The body has its own way of recovering.

In terms of dildo types, try experimenting with different types. I found the shape, texture, size and material all make a big difference on the feeling/experience you get.

Is that weird feeling I’m getting, the prostate then?

If the curved dildo is pointing down then it could be but it could also be the dildo pushing against the rectum wall. Everyone’s anatomy is different so it’s hard to say. As long as the discomfort has gone it shouldn’t be anything to be concerned about.