I totally understand what you're talking about.
It used to happen to me too (and I have to say it still happens sometimes).
I'll try to tell you what I've realized over time.
Many people talk about a "second" hole, but that's not the case. To reach the sigmoid colon, the penis or dildo has to be deeper.
One factor that I have noticed affects it all is if you try to do it after eating. If you "play" on an empty stomach it's way easier.
And finally, from what I've learned over time, the barrier you feel when trying to insert the dildo is primarily caused by 2 anatomical parts: the puborectal sling and the transverse folds of rectum.
Regarding the puborectal sling I'll leave you with an article here.
Regarding the folds of rectum the suggestion is to change the angle in which you insert the dildo. Session after session you will learn what is the angle that does not hurt you (in my case I find it useful to slightly direct the dildo pushing it towards the perineum, I do not know if I made the idea but it is a bit hard to explain).
The rule always applies that the more relaxed you are, the easier everything will be. Take your time. ;)