Yes, sniff gently, like you're smelling a flower. Especially with a finer grind, your aim is to get the snuff into the front of the nose, while avoiding the back of the throat. Some snuffs are more forgiving while others provide very little margin for error, but once you get it down can be really satisfying.
Take a look at Kaiser's thread, there's a lot of good suggestions for first time snuffs.
https://www.brothersofbriar.com/t18200-my-snuff-stash-retitled-thread
The nice thing about Mr. Snuff is that you can order the smaller containers of flavors you're interested in and the Royal Mail service is very reasonable. I have paid more in shipping buying tobacco from P&C.com.
Dependent on your tastes, the first time around I would suggest picking up a few flavors that sound good to you as well as a few that come well recommended.
If I could have a do-over on my first purchase I would have picked up a range of snuffs perhaps one mentholated, a toast, a dark natural (like Viking Dark), one maybe two flavored snuffs like coffee, spearmint, (WoS Crumbs of Comfort), rose, etc. & one perfumed snuff. This would have given me a better idea as to which direction and or flavors to pursue further.