When it comes to materials and being sensitive skinned, what would be the best material to use?
Silicone is the ONLY material. Actually thats not true, but you need to stick with things that have safety ratings of 8 or higher, preferably just stick to 10s. they aren't going to absorb what you use with them and are entirely body safe
Yes glass is great, but keep in mind that it is quite hard especially when nubs or texture is involved, so you need to be careful if you're a first time user. If you're into vibrations then with glass you seem to have a more limited selection, so you might want to keep that in mind as well. Still glass is a wonderful material and it can be great for a first timer.