Going from zero to the penis is a no-no. The anal sphincter may be strong, but it is also very delicate. It’s best when starting small. You can begin by using fingers and then working your way towards something larger such as a butt plug. A small vibrating anal toy, like the b-Vibe Novice Plug, is a great option because it’s almost the size of a finger and is great a transition from fingers to toys.