For most women, angle matters more than depth (see Touching the front wall: pressure, rubbing, or both). A minority are different: what works for them is firm pressure deep inside, against the cervix and the back of the vagina. If that is you, it is not a mistake.
What matters is timing. Deep pressure feels good once the inside has opened and the uterus has lifted (see Wet is not the same as ready: how arousal opens the vagina). Before that, the same depth hurts. Nothing goes into the uterus itself; the deep contact is against the cervix.
If a position hurts deep inside, the angle may be meeting the cervix or a tilted uterus, and changing position may help. Stop if the pain is sharp or severe, and see a doctor if it keeps coming back.