FIT IS EVERTHING!
It is common to go to a jeweler, get your ring size, purchase a ring, and then promptly lose it in the water on your honeymoon. This is most true for people who are not used to wearing rings.
THE REASON YOU WERE SIZED WRONG...
If you aren't used to wearing a ring, chances are that when you went to take the sizer off your finger, you tensed up. This makes it almost impossible to get a well fitting ring past your knuckle and off your finger. It also can induce panic- A panic that you will have to cut off your finger in order to remove the sizer or ring. Not true.
If you could get the sizer on, you can get the sizer off. If it really is stuck, stop struggling, use windex to loosen the grip of the ring, and relax your finger. In this video, I demonstrate how to get your true ring size by staying relaxed.
If you have order plastic sizers online for a DIY approach, you need to know that plastic grips the finger more snuggly than a metal sizer. There is a chance that you will size yourself on the big side if you get too much resistance.
Lastly, the wider the ring, the tighter it will fit. You want to make sure that the sizers you are using are going to be a close match to the width of the ring you plan on purchasing. For example, you want a 2mm wide ring, but the sizers you tried on are 6mm. There is a good chance that there will be a 1/4 to a 1/2 size difference and your ring will end up too big. This works the other way as well, leaving you with a ring that is too small.