Is it normal that after putting on the insert I do not feel any threads inside?

As I understand it, you mean an intrauterine device. Virtually every such IUD has threads that protrude from the cervix towards the vagina. They are needed to remove the system. Threads should be palpable. You may not have been properly instructed on how to test for their presence. Manufacturers of intrauterine systems generally recommend periodically checking that the threads are in the right place. If symptoms indicate a prolapse of the system occur or the patient cannot feel the threads in the cervical outlet area, it is suggested to contact the gynecologist and use additional methods of contraception until the system is in the correct position. I enclose information about the Mirena system, because this product is tagged with the question: https://www.gdziepolek.pl/app/produkty/49634/mirena-przyrzad/apteki/w-warszawie