Hi.. New member here. But I've been a fan of sounding and doing it for 6 years and going. Started with 6mm to 13mm at the moment with a Hagar sound rod and a few other penis plugs. It is quite intimidating at first but once you take the first step with proper precautions and the right tools, it will be a pleasant experience.
Before you start, make sure you have your own sweet privacy time and are mentally prepared. Prepare a towel, water base lube and sounding rods. You need to know your starting rod. It should be around 6mm to 8mm normally. MAKE SURE you sterilise your rods, hands and penis as well. I normally just use shower bath liquid with anti-bacterial.
Once done, sit down or lie down somewhere comfortable and put a generous amount of lube on your pee hole and sounding rod. Insert your very first picked size rod tip into your penis hole and push it slowly and pull back a bit to push more lubes inside. Just relax and repeat it and each time you push it down, push it further than previously. Then pull back again. After 3 to 4 tries, pull out the rod and put more lubes. Then repeat like before. Just make sure to provide lubes as required and your hands don't touch anything else except your penis or rod during the session to prevent any germs.
You don't need to push it deep till the whole rod length. 5cm to 10cm is considered a good achievement for those who just started for the first time. Once you have the rod inserted to your comfortable depth, you can try to pull and push it in motion. It is certainly a new experience and hook you right away after that. That's how it started with me anyway.
And the LAST IMPORTANT step is to make sure you pee or to make it better, masturbate. Your urethral needs some cleaning and those 2 will provide it.
I never experienced any UTI or major pain throughout my journey. It is normal for you to feel a slight sting or burning sensation when you pee after the session. If you feel major pain when sounding, stop it. You either don't have enough lubes or you are using the wrong rod size.
Not an expert in sounding. Just sharing my way of doing it. Hope it helps.