Hello and welcome :)
Okay lets look at the type of dildo. Not sure exactly which one you bought but these two look pretty good for a beginner, depending on whether you want a rabbit or not:
These are both fairly slim and short and both are friendly with silicone lubriant which is my absolute fave <3 Silicone lube lasts longer than water based lube so you don't need to top up as often, I like this one personally:
That's your equiptment sorted but what can often stop women getting it on, both with vibes and in penetrative sex, is vaginismus. This sounds like a hella scary yeast infection but it's actually just nerves tbh. You try and use a vibe, it causes pain, you spasm up because vibe now = pain and it therefore becomes more painful. If this is the case you might need to find a way to chill before hand. I recommend mindfulness :) A mindful orgasm is a magical orgasm. Also if you're orgasming before insertion you'll be contracting making it more difficult to insert as you contract muscles when you orgasm.
Finally if you're a virgin it may be your hymen. I had a really mega hymen when I was a virgin and even went to the gum clinic because of blood when my and my OH tried to have sex but it was just the hymen. It honestly just needed to go which, at first, was painful but now I'm playing with the big toys and loving it.
Good luck dear! And remember, many women (myself included), don't even orgasm from penetration so there is no shame from sticking to the good ole bullets for the clit. :)