Again I have to recommend lube!
You could start with fingers if you like, or with some sort of toy.
The anal starter (link
) might be a good choice- it's small and inexpensive.
My first anal toy was this plug: link
which is also inexpensive, but it's just a bit more girthy.
In general, I'd say start with a small toy. Be sure NEVER to use any toy anally unless it has a flared base of course, you don't want to be losing anything in your butt!!
Also, be cautious, and take it slowly. If you aren't enjoying yourself, stop. If anything hurts, stop. Don't push yourself too far.