Although it's called a medium size, that plug has a 2" diameter which is pretty large even for experienced anal users. Combine that with glass and it will be a challenge for many. Getting a smaller plug to transition to this one may be your only solution.

Yes, a transition plug is probably what you need! I had no idea the sasha grey medium was 2 inches, ouch! That is pretty big, it is a pretty advanced size!

I think P'Gell made some really good suggestions. I would probably go with the glass plugs she recommended, especially the Icicles no 14, it is very well shaped and looks like it would be a comfortable fit.

I agree with P'gell - the type of lube is of the utmost importance. I don't know what's generally recommended or what is supposedly the best anal lube. Heck, I don't even own a specifically anal lube (I really don't think they're necessarily necesary, however, one that has the characteristics that make anal play easier for you is of utmost importance). For me, I've found that Pjur Original Bodyglide works best for me (except for with silicone toys, of course). It's, according to Pjur, "super-concentrated," it's pretty silky and while it feels slightly greasy during application it absorbs into the skin (like, on your hands - not where it counts) very quickly, without leaving a sticky or greasy residue, just a nice smooth feeling. It's thickish (for a silicone lube that's basically a liquid rather than a lot of water-based lubes that are gels), doesn't run much at all, feels fantastic, doesn't really need any reapplying or rarely does at worst. It has been my go-to lube for years and while in that timeframe I have tried many, many other lubes - both silicone & water-based, this one remains my fave. I used it to graduate from a 1inch or 1 1/4 inch (I can't remember off the top of my head) anal toy to a 1 3/4 anal toy. I, too, am looking to move up to 2 inches soon as well. I use it with my glass toys both vaginally and anally, I use it for anal sex, I use it with clit stimulators. Heck, I use it with pretty much any and every non-silicone toy I own. It IS a little pricey, but, trust me, worth every penny. It only takes a drop or two to really lube up most toys and even the one-ounce bottle should last you a good long time. Regardless, though, find a lube that works incredibly well for you anally, and use that with your anal toys. It should definitely make the job a lot easier. It certainly did for me.

I agree re: going with a glass plug. I think that if you're used to more flexible toys and whatnot, a transitional glass plug would be best, in order to get you used to the firmness, lack of give, etc of the glass and the difference between it and the materials of the toys you had before. I mean, it seems kind of counter-intuitive to me to transition from smaller jelly-type toys to a quite large glass plug without having tried a smaller glass toy first. Trust me, it's an entirely different experience/sensation.