Be sure to have a good lube like Maximus. The more slippery, the better. If you want to try it without a partner, I suggest to start with a probe that features graduated bulbs, Like the Crystal jellies anal delight. Awesome toy for beginners to start with. If you wish you can use code: FRE for 15% off non sale items.
Use lubrication and start with you fingers, and see if like the feeling then you can graduate to small toys, But most important go slow, if any thing starts to hurt stop right away, go slow and enjoy the feeling.