Dildo won’t fit?

I’m a virgin and recently got my first dildo. I’ve tried using it multiple times both with and without lube and it just won’t fit. I get about an inch or two in and it slightly burns (not from the material or anything, I’m guessing from stretching). It has a 1.10 inch width at the head and 6 inches of useable length. Now I’m not just trying to pop it in or anything. I reach orgasm through clitoral stimulation before attempting so that I know I’m aroused and wet but it still won’t fit. Tampons go in fine and so does a single finger but I want more. I know a lot of you will say I should just stick to clitoral but I actually enjoy penetration, I just want something bigger than my finger.

Any advice? Lube is messy so I don’t use a lot, but next time I’ll try a lot more and see how that goes. This is beginning to get frustrating and now I’m afraid I won’t even be able to have sex in the future.