For a lovely introduction to anal play with vibration you can't beat the Rump Shaker small. While you may outgrow it fairly quickly it will remain a very nice warm up toy. The vibrations are buzzy but not weak and the toy is about middle of the road in terms of volume.
The most helpful critical review
Shook Me One Night Long
For the timid, uninitiated anal enthusiast-in-training, the Rump Shaker is a good starting point. It's more slender than two fingers and smooth as butter, and the varying vibrations provide a nice dose of pleasure and excitement. Sadly, mine broke before I had much of a chance to use it, and the plug kept slipping out of my near-virgin ass. Because it was such a novel item, I'd purchase again in a larger size to give it one more go.
"Put the buzz in your butt" with this vibrating, multi-speed anal plug from Doc Johnson™. Delightfully slim and small, this plug is the perfect size for beginners who want to try their hand at rear pleasures, but is also satisfying enough for the veteran enthusiast. Practically indestructible, the super smooth rubber is soft to the touch and will work easily with every thrust or maintain comfortable fulfillment if left alone.
The shaft itself starts off with a rounded head for easy insertion then gradually tapers out into a slightly thicker middle before coming back in to a thin neck. The neck connects to a wide base that ensures safe and reliable play, while also housing the plug-in jack and cord. This cord offers a decent amount of slack when connected to the handheld remote, providing for some maneuverability during your anal enjoyment. Colored to match the plug, this remote supplies powerful multi-speed vibrations courtesy of its dial control, complete with ridged edges and an ergonomic shape for superior handling.