Hi there smallowo79, sorry to hear that your first time using a vibrator that you were excited to try was an upsetting experience for you. Masturbation and how we experience genital stimulation is unique to every person, and many folks can take a while to work out what works for them.
Firstly, how are you feeling now, as a few hours have passed since you made this post? If you're still feeling upset, are there some activities you like that could do to soothe or distract your mind for a bit? If you're a bit stuck coming up with some ideas, this webpage has some ideas for self soothing activities that you might like: Self Soothing List
Once you're feeling out of a state of distress, read on and we can unpack your experience and things you could try:
1) Different ways to try using the vibrator
I can see that the vibrator you tried is what's often called a "rabbit" style vibrator. Am I correct in my reading of your post that you were inserting the toy, and then pressing the shorter end against yourself for external stimulation? Whilst this is popular way of using this style of vibrator, it can be a lot
of stimulation for a body that isn't accustom to this kind of sensation, and many people's genitals are highly sensitive to direct stimulation of this nature in general. In both situations, the way our brains react to that over-stimulation is with a pain signal, to make us stop the overstimulating thing.
That said, this doesn't mean that you can't try other ways to enjoy your new vibrator! One starting point could be to think about the ways you like to use your hands or rub your body against things like your pillow or bedspread to masturbate, and moving either of your vibrator's "stems" (the larger one with the vibrator motor in it will produce stronger vibrations, whilst the smaller one without the motor could vibrate a bit more softly as the vibrations move through the toy) in similar motions as you would use against your body, perhaps wrapped in a towel or a washable fabric that you like the feeling of, whilst wearing underwear, or both. You could also try placing it under a pillow and rub against or sit on it. You can also control how you press the toy against yourself, remembering that harder is not necessarily better or what your body will like.
2) Giving yourself time, mental space and patience to explore what works for you.
When you're exploring this, an important thing to remember is to be patient with yourself. Was there a particular reason or thought you had that you can describe as to why you felt ashamed of not feeling pleasure from the toy right away?
Whilst trying something new that could be pleasurable can be exciting, we can also put some expectations on ourselves about how that feels, which can be stressful. Stress can be counter-intuitive to pleasure, so it is important to try and be patient with yourself, we're all different and so come to understand our bodies at different times and in different ways.
Taking the pressure off yourself might look like taking some time off this exploration a few days or however long you need, and doing things you enjoy instead. It can look like trying the ideas above, with the view to see what they feel like and what you think of them at different times, rather than cause a particular sensation, and if something isn't feeling like your thing, giving yourself permission to try something else, including masturbating without the toy or moving onto another relaxing non-sexual activity. How does that sound?
This advice column talks a bit more about this and has some good further article links at the bottom that you might like too: Why Does Masturbation Feel Weird?
3. Remembering that this kind of toy, or vibrators at all don't have to be what you're into right now, or at all.
As with other aspects of sexuality, there is no "one size fits all" solution. If it doesn't bring pleasure, comfort or both to you, don't worry, do other things that bring you those things instead. There is a reason why there are many kinds of vibrators, and for many folks it's not what their body likes, because we're all different regarding what sensations bring us pleasure.
Please feel free to ask any questions this raises or talk through any thoughts the above prompts. We're here on this thread, the boards and chat too.