Seconding @Saiph, relaxing and taking deep breaths, especially when inserting stuff, really helps. Dont force it, it can take a while for the muscles to relax. Go slow, listen to your body and If it hurts take it out.
You also dont have to insert the whole thing in one go and can just tease the tip in and out for a bit before inserting, which i find helps relax the muscles.
Linking this as it was a long post to write,
There is also alot of good info in Here, especially about positions and such