Kitty:
It's not all that common. Just use common sense. As you dilate, apply a gentle constant pressure as you insert your dilator. You will feel it stop when you have reached the top of your vagina.
You may feel some resistance as you insert, because of the swelling. If you continue to apply gentle pressure and the dilator continues to insert, then keep going. If it stops, then stop there.
Also, let pain be your guide. If you experience heightened pain, then stop. You will have some pain initially, but it should be tolerable. If not, then stop.
You may have some bleeding as well. Minor bleeding is to be expected, but if it is heavy contact your physician or doctor.
I think the doctor was trying to tell you, don't just jam it in there as hard as you can. Repeated dilating will help reduce swelling and encourage continued widening and depth.
I got that same warning as well. Just be gentle with yourself, you'll be fine.
-Sandy