Huge diva cup fan for the last 4 years. I also didn't like it at first, mostly because (and I'm really sorry if this is TMI) I just couldn't get it to open correctly. Like... it would be creased while it was inside so it would leak a little and was uncomfortable. I looked at few different ways to fold it and open it and after 2 periods I knew I would never go back. I think I have pretty average periods in terms of heavy vs light.
As far as making a mess, I do get some on my hand sometimes when emptying it, but it's WAY less of a mess than pads. I hate pads because I feel like it gets everywhere.
All in all, for me, I love that I can wear it all day without worrying, I save a ton of money not using disposables and I don't create so much waste. It really works for me.