I am new to anal - advice?

Go sloooooow and use plenty of good quality lube. Start with small diameter toys and work your way slowly up. Try not to go to the point of pain because your butt isn't too smart and will balk FOREVER (it seems) if it hurts. Have fun with your exploration.

Liberally apply lube to both the 'item' and into your anus. Start small with fingers as they allow the most control and sensitivity. Then move onto very small toys until you feel ready to gradually move up. If you are considering direct anal intercourse make sure he understands he needs to be gentle and work on your pace. Anal really helps push things over. Playing around or simply leaving toys in there seems to push her over the edge much more quickly.