using a menstrual cup

Hi ladies, I was so excited to try my new menstrual cup this week. I felt like it was going well at first, but by the end of day two/beginning of day three I had such bad leaks, like within the first hour of inserting it, I had to go back to tampons. I tried inserting it different ways, but it always seemed to be the same. My cervix is so closed during my period, I felt like the cup couldn't open... it wasn't folded but I wonder if it just couldn't hold very much. it also wasnt the most comfortable. it felt like a tampon that isn't in far enough. should I try a larger size? am I doing something wrong?