1st - always use plenty of your favorite lube - and reapply as necessary.
2nd - start with smaller toys until you more excited - then go larger
3rd - don't go too deep to begin with. the vagina will expand as you become more aroused
Glass and steel are great because they are smooth and provide smooth entry - but they are rigid and can feel bigger than they are. Vixskin and O2 are great for their soft skin-like feel which can help prevent bruising the cervix.
Most all all be patient - take your time and enjoy the journey.