As someone else mentioned, you might try having an orgasm (achieved in whatever way works best for you) before you start your anal play. Many people find that helps them relax their mind and body and enables them to enjoy anal penetration more easily.

Plugs can also be a really great way to introduce yourself to anal play. Start out really small. I really like the Booty Toy and the Cheekie. Both are small and made from soft and flexible silicone, which is a pretty forgiving material (also body-safe, non-porous, and can be sterilised). They're comfortable to wear and are small enough that they can be inserted comfortably with little to no prep work, so long as you're relaxed. Just add a dollop of your favourite water-based lube and you're good to go! Plugs are nice because they stay in place, so you can put one in and then do other stuff (sexual or otherwise), so mentally you don't have to fixate on it, you can just pop it in and then turn your attention elsewhere, while your body gets used to the sensation.

If you're interested in a set of plugs with different sizes, I think the Booty Jewels Set is among the best-sized for anal beginners. The smallest plug is very tiny (I think even a little smaller than the other two I mentioned), and the increase in size between the different plugs is more gradual than many other sets. Only downside is that these plugs are not silicone, so they can't be sterilised, but so long as you're not planning to share them, they're fine (and the TPR material they're made from is flexible and forgiving).

Aside from that, my best advice is just to use lots of lube and take things slow. If anything is painful or uncomfortable, slow down and go back a step. You might also try engaging in some anal play either in the shower, or immediately after you take a nice hot shower or bath, as hot water tends to help relax your muscles.

Good luck! I hope you're able to figure out what works for you. When done right, anal play can be a whole lot of fun.