I've been thinking about buying a vibrator, but I have absolutely no idea what to expect, I've never used a sex toy before.

I checked the website of a local sex shop, and they list a bunch of things, but I'm not sure what I should buy.

For example, what's the difference between a rubber dildo and a plastic one and a glass one? Which one feels better? And when they say "vibrating rubber" do they actually mean that the thing vibrates on its own or just that it will vibrate if you shake it?

And how exactly do they work anyway? Like, you put them in and lay down and let them do their job, or are you supposed to push and pull (you pretty much have to keep a sitting position if you do that, right?)