First time using a butt plug and have a problem.

I recently bought a dildo but then I realised I was a little overconfident about how much I could handle so I switched to a butt plug which is a great alternative and feels more natural to insert into the anus and isn’t very painful. My only problem is that while it doesn’t hurt I don’t really understand how I feel. I put it in and turned on the vibration which felt ok but other than that I didn’t really feel anything. Is this normal and how can I make it more pleasurable?

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