Cuckold buys my first cock cage

Depending on the finish that isn't a bad one. It's all going to come down to the fit. Are you a "grower" or "shower"? Growers have an hard time with plastic/resin because you tend to measure when you aren't completely soft. Then the movement that is allowed will chafe.

If you go too small then you will end up scrunching out the end and that part is SUPER sensitive to touching your underwear or pants.
 
Always been about the weight for me.
Totally get that. I purchased a heavy metal ring for the CB-6000s, instead of the lighter plastic one for the same reason. If it is going to be on for an extended time or I'm going to be doing anything athletic/active then I prefer the lighter resin. But the heavier ring is much more comfortable.
 
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so do you all think the one i got is too big
No clue, and even you won't know until you get it. You got the 3 ring sizes so that's a good deal, now you can find which one fits the best and you will know for any future purchases. But you will want to make sure that you get one that doesn't let you pull back too far in it or the constant erections you will try to get while wearing it (and the longer you wear it the more they will happen because you are constantly aware of your cock when it is on) could get tender.