Don't like vibrator?

I used a vibrator today for the first time (one that goes inside you and also vibrates) and i didn't like it very much... When it was inside me, I didn't really feel much pleasure. That's not surprising because I don't from regular sex either. But when I used it for clitoral stimulation, it felt good until I was about to come and then it got to be way too powerful and I had to take it off so I can't finish. Am I doing something wrong?