Infection is something you definitely want to avoid. The pain will be a bit different, more of a burning sensation. Make sure you use something to lube the heel with too
As for the insertion itself, it will go in part of the way and then appear to get stuck, don't panic just make sure everything is lined up correctly so to speak and thrust up a little. I'd advise you to thrust because you will be more aware of where the heels is going. It should break through and then slide in deep without any problems. There will probably be a little blood, but again don't be alarmed. This is a big reason why you want the heel to be sterile
Once you've finished remember to drink plenty of fluids and urinate as much as you can to minimise the risk of infection. Trust me don't urinate in public for a little while because the discomfort on your face will be apparent and there might be some blood there too. There's usually a little pain for a few days after the event when you urinate, again nothing to be alarmed by.
Finally I'd advise possibly going to a specialist shop and buying some insertion toys first, they're smooth metal objects that you can use to get your pee hole accustomed to the sensation and stretched out a little so that the heel can be more readily accommodated.
I hope this helps