We spent a month or more with My Man training me. We did buy a toy, but I didn't like it then (I like it now, but I didn't like it at first.) He used rimming and digital stimulation (fingers) with lube to get me used to the sensation. It took months of training before I was ready for full on anal intercourse.
We then took our time. We use a lot of lube, on him and on me. The first time he went very slowly, making sure I was OK, telling me what a good girl I was and how much he loved me. By the second or third time I was really enjoying it. We were then ready to enjoy toys and other play.
I must have an orgasm or many of them before
anal sex commences. Now that we've been at it for a while, I can have toys used before an orgasm, in fact it helps with the first orgasm. But, I need to have an orgasm first to relax, and we found (My Man's idea] that using a phallic vibrator or dildo vaginally really helped with comfort. Most women are used to vaginal penetration, and using a toy in the vagina during anal sex not only stimulates the vagina, the G Spot, the A Spot, but it also prevents the penis from entering the vagina after it has been in the anus. (After being in the anus, bacteria is on things, including the penis, and you don't want the vagina contaminated with anal bacteria.)
Always go slowly! My Man still starts out slowly and doesn't expect full penetration for a while after we start, Lube is a MUST HAVE, on both of you. We also enjoy him playing with anal probes, plugs and beads quite a bit, and also a little rimming at times.
Some people like to train with toys, but fingers worked for us and toys were brought in later.
Take it slowly, make sure your partner has an orgasm first, before attempting the penetration, and gentle stimulation of the anus (along with oral sex, and some PIV to loosen up and or have more orgasms for her) usually works to help things go smoothly. If your partner doesn't feel like it that day, take her word for it. Sometimes you just aren't mentally or physically in the mood for anal sex.
Sorry for the text wall.
But, this and the preparation for it are passions for us, and I want to help other people enjoy it.
Just take is slow and help her train. LUBE LUBE LUBE is one of the best things to bring in, as the anus doesn't lubricate itself.
Good luck and have a good time training. Working to get all the way is half the fun!