I'm very embarrassed to be writing this, but hey, noone on here knows me so what the hell!!
I have decided to try again with a mooncup as I bought one a year or so ago and as I didn't get on with it straight away I left it in the cupboard and forgot about it. I'm trying to save money so thought I'd dig it out and try again.
My problems are these:
When it's in, I can feel it when I sit down. I cut the stumpy tail a bit shorter and it's better, but still noticable.
It leaks. Maybe it's just me, but I'm only on day 1 of my period and I am rather heavy but I did buy the biggest one specially. How long should you be able to go with out changing them? At this rate, I can't leave the house.
Finally, and this is why I am really writing, I just went for a wee and felt the urge to push and pushed the stupid thing out 
Are they just not for me? Or am I not doing it right?