Water-based lube is generally compatible with most toys; check the toy's instructions. Silicone-based lube can damage silicone toys over time, so with a silicone toy, choose water-based.
Adding lube is not a sign that you are "not wet enough". Wetness varies, and lube simply makes things smoother. Put it on the toy and on yourself, and keep the bottle within reach, because you may want more partway through.
Water, in the bath or shower, washes lube away, so add more there.
For questions about ingredients or allergies, check the label or ask a doctor.