Nope, no harm at all! As long as you use a little lubricant and be patient and slow with yourself, vibrators are intensely pleasurable, and will not desensitize you at all; and in fact will help you better discover what your body likes, as Toure said above.
I would recommend you try a phthalate-free vibrator, or better yet a silicone one, as these are body safe materials and are the best to use.
Reply