Forgive me for butting into a 'guy' thing, but in SA we get a tube of jelly called Remicaine Jelly - it contains a mild dose of topical anaesthetic - we used to use it on bikers who had serious abrasions from coming into contact with the tarmac at high speed, minus leathers. It numbed the areas so well, we could use scrubbing brushes to clean out the gravel from the wounds and they didn't feel a thing.
It is used routinely here for male catheterizations (I am an RN and we never did one without it) - you put a big blob on the tube and then insert it very slowly and the jelly helps take the sting out.
But really, it is just a little burn/sting feeling (I have also been catheterized, although the male urethra is longer than the female), so you should go ahead, especially at night, and if you are a bit apprehensive, ask your doc or pharmacist if they have such a jelly there - it is especially for use on mucous membranes and is quite safe in this area.
The biggest danger with self-cath is the risk of infection, so you have to be careful not to contaminate the catheter and keep your hands 'surgically clean"!