Had my first ever session. Now i have some questions

Welcome to the Aneros Forums, your best source of information for learning about the multiple benefits and joys of using the Aneros prostate massagers.

Yesterday i had my first ever session with my Helix Trident. I have a couple of things which i wanna now. After my toy was in, i noticed that it slipped down a bit so that it wasn't fully in. Is that normal or did i lube the toy too much?

If you read the introductory PM I sent you (click on your Messages button) the question about positioning is addressed in that message, most likely your Aneros seated itself right where it should be. NO, you didn't lube the massager too much. When it comes to anal play there is a saying "...too much lube is just enough...", please see the Lubrication information in the Getting Started section of the Aneros WIKI.

Was my position "wrong" so that it slipped down because of it? I laid on my site and on my back.

NO, your position was not wrong. Different positions will allow your massager to sit at slightly different angles and exert slightly different pressures, it just takes some time experimenting with these various Body Positions to find the ones which work best for you.

How often should i concentrate the muscles around my anus? a couple of strokes there and there or just slip the toy in and wait?

Every Anerosession involves focus and concentration on your body's operation and reactions to the various Contraction Exercises you will be performing. Even the do nothing method (please see "Do Nothing" What does that mean?) requires conscious attentiveness to be effective. You will be employing numerous Pelvic Floor muscle groups to maneuver your massager. Learning to focus on and exercise each of these muscles individually and in tandem with each other is part of your learning journey. As you gain greater expertise with practice you will discover the combination of moves unique to you which are most effective.

Being erected is important for prostate orgasms, so in order to stay erected i rubbed my nipples. I think when i do this i distract myself from the new feelings down there? Is that something i should be concern of?

It is a myth that you need to have a penile erection to experience prostate orgasms, please discard this myth right now and read @Cockadoodle ’s thread Penis, NOT. What does need to be understood is the importance of body arousal (please see Are you "aroused"? and the related thread Aneros, Arousal & Abstinence).

After the session ... i took the toy out and masturbatet normally. Is this "ok" to do or should i try not to do it after a session?

Since there are no real 'rules' when it comes to Aneros use that choice is up to you. However, if it is your desire to develop prostate orgasm proficiency, it may be best to disassociate penile based ejaculatory orgasm from prostate play until the neuropathways in the brain to prostate orgasm are firmly established. Once these pathways are well established all manner of sexual/sensual play leading to orgasms (wet or dry) become available to you. Good Vibes to You !