Go slow, start by yourself (just you, your finger and lube).
Start outside, rub along your perineum and around your anus and pay attention to the feelings. Once you learn to enjoy these, you can slowly insert a finger (make sure your nails are trimmed and filed) and discover those feelings. After that you might want to try a toy.
When you're bringing a partner into it you need to develop trust, so start back at the beginning.