Masturbation.

I am using an electric toothbrush and I am fairly new to masturbation. Sometimes I get a feeling that's really good, it feels kind of cold, and I feel really horny, but I need something inside of me, instead of vibrating externally. When I try to push a dildo up my vag, it slides out. I get scared of this cold feeling cause I lose control of my body kind of. How can I make the experience better?