One thing to remember with glass and other rigid materials: they have no give whatsoever, so they feel bigger than soft toys of the same diameter. It's advisable to go down a little in size compared to what you're used to when you first try glass. Also, because it's firm and heavy, you have to be gentle when you use it. Internal bruises aren't desirable.
But if you keep these things in mind, glass can be quite nice.
And yes, lube is your friend, though glass is pretty smooth on its own and doesn't drag much. Too much lube can make it super-slippery.