toys?? pain??

I'm in a long distance relationship with my so since he's a marine. Been together for 1 year.  Lately we been finding ways to spice up our sex lives since we don't see each other often. Well he decided that we have phone sex and I buy toys to please my self.  Well to be honest I brought my self a jelly dildo. Anyways well last night we had phone sex I used the toy -(* hint first time using toys) well to be honest I didn't really enjoy it.  It kinda hurt actually.  I told my SO and he jus told me to go faster that it will eventually feel good. It hurt so bad . Worse then my first time having sex.  I even used lube. And still it hurt.  I was wondering why would it hurt. It's 6in. My man is 9in so it doesn't make sense. I love having sex with my man. But using the dildo it hurt. Any advice as to why it hurt and I didn't find pleasure. ?? And what's another way to please my self with out it hurting.