My first P-spot specific toy was the G-play medium Silicone and sized good for beginners. But I must admit my first object used anally was the handle of a hair brush. lol Even if I did not know what it was doing, it sure did stimulate.
Well, the first thingI stuck up my butt was a hairbrush. But I wouldn't recommend it.
My first toy was a glass dildo, but I'm afraid I can't remember the name. It was lovely, but I would suggest silicone for beginners. Unfortunately I don't have a prostate, so I can't speak to that, but Bob is supposed to be good for p-spotting. And it's a great toy in general! I really like Love Pacifier Beginner and Ace Plug Small.
My first one was the "My First Butt Plug," which I still remember was tiny, didn't stimulate much and couldn't stay in for much longer than a minute or two before slipping out. Me and the gal tossed it after a week.
Several years down the line I bought the Belladonna Evil Pink Bumpy Butt Plug. That was the day I decided that sex toys were the lifestyle for me.
I guess technically the first toy I ever used was a spoon that had a nuce handle on it when I was in college. I had no idea what I was doing really, but I had a serious hunch that I could get something out of sticking something in my butt while I jerked off. I did that for a series of months if I remember correctly, but then I stopped and life moved on.
Years later I purchased an Aneros MGX after reading about the wonders of the Super O. I'm so glad I got that massager and all the orgasms I've had since from it and all the other toys I've found my pspot with.