I'd say don't start with anal sex. Firstly, you need to get comfortable with your body. So buy a small butt plug, or use something you already have and just spend some time by yourself. Put it in and take a bath and relax, relax your muscles and pay attention to the sensations and as you notice tensions, just continue to relax them. You don't need to masturbate or try to orgasm while doing this. If that happens, fine. If not, fine. Make the experience more about relaxation than sex. I still use the bath technique as I use bigger toys and I've been at it for awhile. And as Dwtim said, there is a whole plethora of information on here. Enjoy.