I've used a Diva for five years now, and absolutely love it. I wouldn't go back to pads and tampons for anything. I've also converted two of my friends.
I recommend practicing inserting before your period, just to get the hang of it. You also might want to wear a pad the first couple cycles, just until you figure out how much you need to empty it and such. (My first 3 days I have to empty it 2 to 3 times a day, after that once in the shower is just fine. All depends on the flow.)
Anyhow, if you have specific questions I can answer most of them. lol. I wanted to give my two thumbs up on this product, cause it really did make my life so much easier. (and saved me loads!)