My Man and I worked up to it in a similar fashion to how he prepared and trained me for PIV sex many years before. Lots of cuddling and kissing, a lot of manual play around the anus, gradual insertion of his finger and then more than one. This took maybe a few weeks before I felt comfortable with actual anal-penile sex. We bought a butt plug, but I didn't care for it, in fact, we didn't find anal toys I liked until AFTER we had already been having anal sex for quite a while.
Lube is always necessary, both on the anus and his penis, and gradual work, until you are comfortable.
I find that my having an orgasm (usually by means of oral sex plus a vibrator) before we attempt anal, and then some vaginal penetration with a toy works well. The sensations of vaginal penetration are familiar, and double penetration is really the way it works best for us.
Slow and easy is the best way to do it.