I have been using anal masturbation for awhile. My last two relationships hated anything anal. I started out using over the counter stuff like fruit and veggies. Then I moved to real sex toys that are designed for sex play. There are two sensations that are the most enjoyable. First with a vibrating dildo the vibration against the prostate is mind blowing. Second the ability to achieve an orgasm without touching your penis is also out of this world. My first to sexual relationships were both into anal sex and were they ever! They enjoyed giving it to me than the other way around. My point is perhaps before you try it with someone, do it your self so that you know where your limits are as far as discomfort. That way you can control the event to lower your inhibitions. Anal sex can be painful with the wrong partner.
The first time and a few subsequent times during anal masturbation, I have almost fainted from the pleasure. The orgasms at least for a man like myself, are more intense and last for a long time. Sometimes over five minutes. The secret is being relaxed and confident in your sexuality. Finally, avoid any pain masking ointments on the market like "analeze." You need to feel that pain or discomfort to prevent damage to your internal and external tissue. If the anus and the rectum stretches too far too fast you could sustain bad hemmorhoids to your anus both externally and internally. The rectum could receive a fissure which is a tear to the wall of the rectum. Both of these conditions may require very uncomfortable surgery.
I have had fissure surgery due to dehydration in the army. I would not wish that on my ex-wife. Miserable, to say the least. An once of prevention...
Also to make the occasion a little cleaner for yourself and partner, a couple of hours give yourself a Fleet enema. That will loosen up and remove most of the fecal matter in your lower large bowel. Be careful, however, enemas can become habit forming to moving your bowels. Use good sense, hygiene, self control, and take your time deciding on a vibrator/dildo and partner. Good luck.