It takes time, but you will develope the ability to sense the botton of the follicle. At first it's all guesswork, then you get a 'lighter hand', and can feel the bottom. It gets clearer and clearer as time goes on. Basically, you get a less tense grip on the probe, and as you're sliding it in, at some point you can feel a tad of resistance and see the skin kind of dimple inwards as you connect with the bottom. Some have mentioned; grasping a hair by the base with your tweezers, at the skin level, plucking out the hair, comparing it along side the probe, then using that as a depth guage. And this is a helpful beginning method. I guess we all kind of do this when we start out, but that technique will feel kind of remedial after awhile. And, it's not wholly accurate as you won't feel positive contact with the papilla area as with sensing. As for bending the needle in an 'L' shape, some have did this too, but I wouldn't recommend this either.
Just take it very, very slow, and make sure you relax the muscles in your whole arm. By the third insertion or so, your hand starts to lighten up, and your touch becomes more sensitive. And seriously? practice about fifty insertions with the power off. You know, one thing at a time.
Electrolysis, since 1875