Just some things I've encountered doing some sounding...

Use real sounds, not something you find around the house. The smooth metal ensures that you don't scratch your urethra.

I always clean my sounds with a disinfectant soap before I put them away, and when I take them out to play I'll put rubbing alcohol on a clean washcloth and clean up the metal one more time.

A half hour or so before you start, go drink LOTS of water. When you're done with the sounding session, you'll want to pee it out to cleanse your urethra.

Use plenty of lube - I use Wet. It might get all over your cock, but that's okay because you'll probably be jerking off later anyways...

Start with a small sound, and work your way up.

Go over slow, and don't push on the sound. Let its own weight push the sound into you. Sort of let it drop in. If it gets painful, stop and breathe a bit.

For hegar sounds that are bent, you'll notice that the sound will want to spin around. When I do it, the sound does a complete 180 as it goes down, then comes back around. Very interesting to watch!

The best part is when you get the sound at your prostate. It's a good 4 or 5 inches in past the base of your cock. You'll feel right away when this happens. Great fun to take the sound out and in right at this spot - try it!

There's no need to go any further than the prostate, but if you want to, try pushing the top of the sound towards your feet and it may go further in.

If you feel like you want to cum, go for it. However I have not cum with the sound inside my urethra yet. If you cum while your urethra is fully blocked, you'll have a retrograde ejaculation and your cum will go back along your urethra into your bladder. You're not going to die from it, but it may not feel good. Another reason why drinking lots of water is so important.

I have noticed that my urethra will burn when I'm all done and I start peeing. I think this is somewhat normal and I'm told it's alot better if you go very slow and don't expand your urethra too much in one sitting.