ya you want lube that is going to stick to the FL too. having lube dry out and having a dry patch snag your foreskin kinda sucks. If you want cheap lube that is super slick make some Xanthan gum lube. there is a forum post on it around some place.
When I first got mine in the mail I asked myself the same thing, as I'd never used lube before. It was physically impossible for me to get in without it. Also gotten to experience the rugburn sensation from not using enough. I would advise you to buy some lube.
I wouldn't try it.......my head is real sensitive (uncut) and wouldn't want to try something just for the sake of it...and putting myself out of action for a few days. Maybe try a cheese grater, i bet it would roughly be the same feeling