I'd just buy a plug personally, you could always get one off the net if the embarrassment factor is an issue. Otherwise the base needs to be large enough to not fit up your butt. You can bleed if you don't use enough lube or if it's a bit too rough. I bled once, but it was only a little spot from a tear. If you really coat it to start off with, and take it nice and slowly, letting yourself adjust to it you should be okay. If you get a LOT of pain, or it just doesn't feel right, then stop. You've gotta clean it as well, remember that (aside from glass) it'll absorb all the nasties from your bottom. As for things getting stuck up vaginas... I'm not sure, but I've always been afraid of that!