If you're starting out with anal play, start with this Classic Butt Plug from Doc Johnson.

This small size is and tear drop shape is perfect for beginners. The small tip makes for easy entry, and the 3" girth gives you a comfortable feeling of fullness without too much stretch, and the flared base holds the toy securely inside of you. Crafted from smooth, phthalate free PVC, the Classic is also compatible with both water-based and silicone lubricants, so pick your favourite and apply it liberally before use.

Once you're done, clean your butt plug with warm water and mild soap and/or anti-bacterial toy cleaner and allow it to dry fully before storing it away for next time.