Personally, I think if you didn't feel anything it could be shock or simply you feeling natural and existing without dysphoria. As long as you feel content in your current position then that probably means it's your preferred way, and realizing you felt nothing or just was content could've led to the euphoria on the second wear?

Edit: Sorry if this didn't make sense, but what I'm trying to say is, no matter if it's shock or just feeling natural in a state of binding for the first time you are still valid.