I got myself my first butt plug a few weeks back, The Sasha Grey "Medium", which turned out to not be very medium at all, it's pretty big. But I've grown to love it! It takes a lot of lube, and A LOT of time and patience to get it in.
I'll give a little "tutorial", you can try if you like;
First, get a pillow and set it on the floor. Get something like an old towel that you don't mind getting lube on and place it on the floor as well. Get on your knees, and lay your head on the pillow (now your ass should be in the air, with a slight arch in your back).
Now lube up the plug. If it's a glass plug, I suggest system JO silicone lube. With your lubed hand, put a couple fingers inside, pull them out, lube them excessively, put them back in. Repeat that a couple times to get your ass nice and slippery. Then, grab the handle of your plug with your clean hand and start to insert it. Stick it in to the point where it starts to feel uncomfortable, and leave it there for a minute or so until it becomes comfortable. Repeat this process, adding more lube to the plug and inserting it a little further every time. As I said before, this is going to take a while, but be patient, it will pay off. Once you get to the widest point, repeat the above process a few times even if it's already comfortable to put it in that far (just to make sure everything is loosened up enough)
At this point, you shouldn't even have to push it in. Once you get past the widest point, the plug will just slide the rest of the way in. And it will feel AMAZING. Clench your ass, and unclench a few times and you'll be in heaven
Now this part, you don't HAVE to do, but I do just for good measure (plus it really gets things uh... flowing ^.-)
Relax your entire body including your sphincter muscles, and pull the plug out very slowly. You can also use the same muscles you use when you make a poo to "push" it out, if you're having a little trouble. It might hurt a bit the first time, but it'll get easier. Once it's out, give it another thick coat of lube and stick it back in. It will still be a "tight fit", so I'd suggest taking it slow. Do this once or twice more, just to give yourself an idea of how it feels when you pull it out. Now you can leave it there!
At this point, if you're like me, you'll be in pure ecstasy. It'll feel like you're having one constant orgasm that's building up to an ultra sized cumfest of epic proportions XD
The first few times, I wouldn't suggest leaving it in for more that an hour, or long enough to get off. It might feel good, but your ass still isn't used to this
You could also do all of this laying on your back, with your legs spread in the air (or resting on something, as long as your feet are higher than your ass and at least level with your knees). This would be more comfortable for some, but the first position is the one that seems to work best/fastest for me.
Well, that's it. I'm sorry that this ended up being so long... I was just trying to be as informative as possible. If you read this far, thanks for bearing through it! And have fun doll