Yes_man’s advice is spot on.
Silicone sounds will drag more and also require you to kinda push it in to insert into the urethra. Stainless steel sounds are much better for sounding with slippery/less friction surface and the weight allows you to lie on your back with gravity helping the lubed stainless steel sound slowly insert itself in your urethra (hold the top of the sound during this to control how fast or slow it is inserted). I find this makes it much easier for the initial insertion and less soreness or pain, then after this I can ‘thrust’ the sound in and out using my hand to control it as desired. I have never personally used vibrating sounds, but may or may not stimulate the same way as vibrations in other areas - I find just the feeling of the sound itself is pleasurable enough for myself. The stainless steel one I use from lovehoney I reviewed here My Reviews - #785 by MattWillTry but looks like it’s sold out or discontinued. While this ribbed design may not be ideal for beginning, 6-8mm diameter is recommended for beginners (basically as wide as you can handle the better, as others mentioned too small/pointy is the riskiest to use for risk of puncturing urethral wall).
For lube it’s ideal to use sterile lube (but you may be able to get away with regular lube…) and sterilize the sound right before use as well - stainless steel is also better for this as you can wipe it with alcohol to sterilize (whereas silicone can be damaged with alcohol).