Yeah, I wouldn't necessarily expect it to work on someone's first time. If you read the analysis, she's counting on certain common experiences that you might not have. Plus you don't have experience with hypnosis to know that you sometimes just go along with things and imagine you agree. Or even just ignoring a suggestion and moving on.
I suspect you basically got yourself out of trance, and then subconsciously convinced yourself that you couldn't get back in. I'm also pretty new to hypnosis, and I've done that, too.
If you are still interested in experimenting with hypnosis, I will make a recommendation to get started in a way that's comfortable and light, and which helped me when I first was getting started. Look up TheLadyAurora New to Hypno using Google. It will show a page that you have to "buy" an audio file for free and then download it.
I can basically guarantee that you'll go into some level of trance with that file. But that may not mean what you currently think it means.