If you're new to anal play my recommendation would be to start small and simple. Pay attention to the measurements of the toy you're getting, specifically its thickness. Draw out a circle on paper that matches that thickness and compare it to what you can already take; you don't want to go much larger if you're just starting out. If you're looking to work toward larger toys I'd recommend a toy with variable thickness, starting smaller at the tip and getting bigger as you go further down.
Another important factor is the lube you use. Personally, I find water based lubes dry way too quickly when I'm doing anal stuff with my toys. I recommend going for a water-oil hybrid lube (longer lasting than water based lube and easier cleanup than a pure oil lube). System-Jo has a good hybrid that I've been using for years.