Comfort
The level of comfort for an adornment is influenced by a number of factors - some are obvious while others are a bit more surprising to hear. In fact, some of the things that I prefer for a comfortable wear are in opposition to days where I prefer my adornment to… um… do a little more than look good.
Shape
In my experience, the absolute most important factor for comfort is the shape of the adornment. It is all but guaranteed that a steel tube with crisp 90 degree edges is going to pinch while wearing. The most common item for comfortable wear is a typical cock ring, so put that on as the general mental model of our discussion here - but don’t only think of rings. Many of the things that make for a comfortably shaped ring apply to other types of adornments.