First thing for him: Accept that it's not going to be supernovas and massed choirs the first couple of times around. It might be, and that would be great, but it's more likely to feel kinda good but unusual. He also needs to be able to relax back there for you to play around. Check out some anatomy drawings together so you have an idea of what you're going to be around up there.
Things for both of you to consider: Safety first - keep fingernails short, be sure to use lube and caution. Consider using a glove to make your fingers less rough (assuming you're going to use fingers - if you have a toy that you want to use that's great, too). Start off with external play to get him used to the sensations, then after a while (perhaps days, perhaps weeks, but there might be the off chance that it will be that first night) he'll relax and you can start to slowly slide your finger inside. The prostate is much easier to find (and much more sensitive) if he's aroused, so play around before. This can also help him enjoy anal play in general, but stop playing with his penis when you're sliding in, as he's likely to tighten up when his penis is stimulated. You're feeling for a bump towards his front, when there start out with gentle stimulation, perhaps combining it with some penis play. See where you want to go from there.