A sponge that has absorbed fluid is heavier and therefore sits lower in the vaginal canal. So just reach up and grasp the sponge with two fingers to remove.
If you have difficulty, or the sponge is pushed particularly high in your vaginal canal (ahem, period sex), bear down as if you are having a bowel movement / pushing something out of your vagina and reach in at the same time. This helps lower the sponge to where you can reach it.
You can also sew a piece unflavored dental floss into the center of your sponge. This creates a tampon-like string. As a sponge newbie, you might want to do this the first few times you use your sponge.
Always remember to relax your pelvic muscles when you are removing your sponge. It makes the processes much easier.
And remember, there is never any need to panic. There is absolutely no way a sea sponge can get lost inside of you. If you put it into your vaginal canal, it can’t travel anywhere else!