Congratulations Shari, I knew you could do it.
Sounds to me like you made a nano coil, maybe next time make one a tiny bit bigger.
I have no idea what size I make my micro coils, they are wrapped on a tattoo needle, but I am able to get the cotton in them with little trouble. I twist the cotton pretty tightly and pull it through, I don't twist the entire length of it tightly though but I do work it so all of it is about the same thickness and twist most of it loosely. After I thread it through and check that it will move back and forth without moving the coil I will snip off the tightly twisted threading end.
I started this in December and am just now getting consistent wicks so give yourself some time, it takes practice.

As long as the wick is able to deliver the juice to the coil it doesn't matter whether the wick is on the outside or inside, it just needs to make contact and deliver the juice.
No need to worry about blowing up your ProVari, it won't fire if there is a short or if anything is wrong with the coil