First and foremost: look for safe materials and flared bases. Things that go in your butt should be sterilizable for peace of mind and health of body, and the flared base keeps your toy from pulling a vanishing act.
The first things that come to mind are the Tantus Silk series (pure silicone dildos, 3 sizes), the nJoy Pure Plugs (stainless steel butt plugs, 3 sizes), and the nJoy Pure Plug 2.0 (stainless steel plug). All have smooth textures.
My first anal toys were the Tantus Ripples. There are two sizes, and they are pure silicone anal bead/probe combos. I love them! It's a nice gentle warm-up for anal intercourse, and thrusting with them feels nice all by itself.