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I would suggest to start with something small and use plenty of lube. Personally I would recommend an nJoy Pure Plug small. Hope it works out for you, good luck!

1. Choose a plug that's small,
2. Use plenty of lube, thick lube, not desensitising lube.
3. Go slow, a little at a time,
4. Don't force it
5. If it starts to hurt, "STOP IMMEDIATLY"
Do this and enjoy yourself.

A good amount of lube, patience, and a small plug.