THIS REPLY HAS FEMALE BIOLOGY IN IT. I shouldn't need to warn people about it, but we are incredibly backward and behind as a people and sometimes talk of menstrual blood and sex bothers people.
I've used a menstrual cup (Lunette) for about 7 years now. (Really, the same one, except the cat ate my first one within the first month. Brat snagged the bag out of my purse and chewed it up in the night!) The vagina isn't very wide and is lined with muscles, so it holds the cup in place over the cervix. Even if it's not right up against it (which it probably won't be, that could be uncomfortable) the cup is held in position. The rim of the cup and the wall of muscle create a barrier so it really doesn't leak (grain of salt*). I sleep with it, run with it, swim in the ocean with it, and have no issues. I used to wear liners just in case, and it will leak if you let it get too full or I dunno, maybe do something rigourous like horseback riding (haven't tried). They only thing you shouldn't do is be inverted (go upside down). I've not heard of it happening, but there's a chance of menstrual blood backflowing into the uterus and somehow causing problems. Really I can't see how, it would have to be a perfect storm to really cause any issues, but I don't really go upside down all that often anyway.)
Yep. I've used one for a little under a decade and only had to buy a new one a few years ago cause the dog tore a hole in mine.
Once it's in there, grab the little stem and wiggle it. You'll be able to feel the suction if it's inserted correctly and you'll eventually be able to just know it's right. If you squat a couple times after you stick it in, it'll shift into place naturally. I've only had mine leak when I don't have it in properly.
How often you empty it depends on how heavy your flow is. I was a "super tampon" girl, changing every two hours. Incredibly inconvenient while in high school. But tampons don't absorb very well, and DON'T absorb uterine lining. The cup catches all that and holds about 1.5 ounces. On my Heavy days, (super tampon girl, btw), I empty it in the morning when I wake up, then again at lunch, then when I shower before bed. That's it. (They say not to leave tampons in 8 hours either, but there's really no problem putting one in before bed and leaving it until morning, but I always woke up and change it anyway).
This is probably how often I change mine too.