There are a few things I wanted to add about the Diva Cup. For me, and many others I've spoken to, there seems to be a learning curve. The first few times I inserted my cup were tricky, but it became easier after the first couple of days. Here is a great resource on different folds (shown using a different cup, but you get the idea):
Menstrual cup folds
I also wanted to link to the Diva Cup website because they have a great FAQ section:
Hope this info helps!