Anal plugs or butt plugs are toys inserted anally and designed to stay put in place, without popping out. Anal toys can be used for different reasons: some use them to train their sphincter before anal sex, for others anal plug adds extra stimulation during regular intercourse or foreplay, and some people enjoy it in their power play as a sign of submission.
The sphincter muscles can be quite tight, so it is important to relax and prepare, before you go big into anal. Always start with something small like Beginner anal kit and look for tapered conical shapes, which are the easiest to insert. The lubrication is important for safe play, as anus doesn't have enough natural lubrication.
If you want your plug to stay inside during sex, look for the plugs with a neck, which is the narrow part above the flat base. The sphincter will close around it, and your plug will stay in place. For more comfortable stimulation, you can try toys with narrow long base. Narrow base will fit comfortably between butt cheeks, while you're playing.
Vibration can add extra pleasurable sensations into anal play. Some people prefer high pitch, ticklish vibes, while others take their pleasure in deep rumbling vibrations. Holding vibrator just outside the orifice is a great way to warm up for anal sex.