Sometimes the diameter of the cup is a perfect fit for your cervix and the cup snuggles around it. This isn't dangerous but it might make it more difficult to remove the cup.
The most important thing is to relax and use your own muscles. Push the cup down with your abdominal muscles, similar to when you are attempting a bowl movement. When the cup is low enough, pinch the bottom of the cup with your forefinger and thumb to release the suction. Then keep bearing down with your abdominal muscles, while slowly pulling the cup out. You can also rock it from side to side. You can fold the cup a bit by grabbing the cup with forefinger, middle finger and thumb. Place the fingers around the cup and push your thumb between the fore and middle finger. This folds the cup into a c-fold and is easier to slip out. Take care not to pull it out by the stem alone – this will cause the contents to spill and may cause discomfort.
You can also try this trick: slide your finger along the side of the cup (your finger between the cup and vaginal wall) and bend your finger when you reach the rim. If you don't have success right away, don't worry! Wait for a half an hour and try again!